+3,038.3%
CLS vs CLX
-3.8%
+3,042.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +0.9% |
| 7D | +20.1% | -4.9% | +25.0% | +19.7% |
| 30D | +6.0% | -15.8% | +21.9% | +4.7% |
| 3M | -10.3% | -7.9% | -2.4% | -10.7% |
| 6M | +24.5% | -19.0% | +43.5% | +23.6% |
| YTD | +12.9% | -7.9% | +20.8% | +12.8% |
| 1Y | +36.7% | -25.4% | +62.0% | +35.9% |
| 3Y | +1,328.1% | -35.0% | +1,363.1% | +1,313.5% |
| 5Y | +3,682.3% | -36.8% | +3,719.1% | +3,614.6% |
| 10Y | +3,038.3% | -1.4% | +3,039.7% | +2,832.3% |
| All | +3,038.3% | -3.8% | +3,042.1% | +2,832.3% |
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