+36.7%
CLS vs CLX
-25.2%
+61.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +0.2% |
| 7D | +20.1% | -4.9% | +25.0% | +17.7% |
| 30D | +6.0% | -15.8% | +21.9% | -1.3% |
| 3M | -10.3% | -7.9% | -2.4% | -12.8% |
| 6M | +24.5% | -19.0% | +43.5% | +16.4% |
| YTD | +12.9% | -7.9% | +20.8% | +19.0% |
| 1Y | +36.7% | -25.4% | +62.0% | +21.7% |
| All | +36.7% | -25.2% | +61.8% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling