+2,029.3%
CLS vs CLX
+30.5%
+1,998.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.7% |
| 7D | +23.5% | +8.5% | +15.0% | +24.4% |
| 30D | -28.9% | +30.0% | -58.9% | -27.1% |
| 3M | -25.2% | +3.8% | -29.0% | -24.5% |
| 6M | -32.1% | +24.6% | -56.7% | -30.4% |
| YTD | -14.1% | +12.8% | -26.8% | -12.3% |
| 1Y | -24.1% | +8.6% | -32.7% | -22.6% |
| 3Y | +897.0% | -8.6% | +905.6% | +902.9% |
| 5Y | +2,089.9% | -21.8% | +2,111.7% | +2,096.0% |
| All | +2,029.3% | +30.5% | +1,998.8% | +1,873.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling