+3,542.1%
CLS vs CLX
-35.2%
+3,577.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +5.5% |
| 7D | +12.8% | -3.5% | +16.3% | +12.4% |
| 30D | +3.8% | -11.9% | +15.7% | +2.5% |
| 3M | -14.6% | -2.6% | -12.0% | -14.7% |
| 6M | +32.2% | -18.2% | +50.4% | +31.6% |
| YTD | +11.6% | -5.9% | +17.5% | +11.8% |
| 1Y | +35.1% | -23.8% | +58.9% | +35.1% |
| 3Y | +1,312.5% | -33.6% | +1,346.1% | +1,307.8% |
| 5Y | +3,542.1% | -35.7% | +3,577.7% | +3,374.3% |
| All | +3,542.1% | -35.2% | +3,577.2% | +3,374.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling