+2,104.6%
CLS vs CLX
+358.2%
+1,746.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -22.2% | +13.6% | -35.8% | -23.8% |
| 30D | -44.4% | +23.4% | -67.7% | -46.3% |
| 3M | -34.3% | -2.8% | -31.4% | -34.2% |
| 6M | -50.1% | +14.0% | -64.0% | -51.6% |
| YTD | -30.1% | +4.2% | -34.3% | -31.6% |
| 1Y | -39.3% | -1.2% | -38.2% | -40.2% |
| 3Y | +732.7% | -12.7% | +745.4% | +721.9% |
| 5Y | +1,777.2% | -26.5% | +1,803.7% | +1,791.7% |
| 10Y | +1,645.6% | +20.2% | +1,625.4% | +1,361.4% |
| All | +2,104.6% | +358.2% | +1,746.4% | +1,205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling