+1,312.5%
CLS vs CLX
-34.1%
+1,346.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +5.1% |
| 7D | +12.8% | -3.5% | +16.3% | +11.5% |
| 30D | +3.8% | -11.9% | +15.7% | -0.2% |
| 3M | -14.6% | -2.6% | -12.0% | -14.8% |
| 6M | +32.2% | -18.2% | +50.4% | +26.9% |
| YTD | +11.6% | -5.9% | +17.5% | +12.5% |
| 1Y | +35.1% | -23.8% | +58.9% | +29.3% |
| 3Y | +1,312.5% | -33.6% | +1,346.1% | +1,174.8% |
| All | +1,312.5% | -34.1% | +1,346.7% | +1,174.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling