+2,288.2%
CLS vs CLX
+388.7%
+1,899.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -13.9% | +13.6% | -27.5% | -15.6% |
| 30D | -38.2% | +29.1% | -67.2% | -40.7% |
| 3M | -28.8% | +1.6% | -30.4% | -29.2% |
| 6M | -40.4% | +18.7% | -59.1% | -42.5% |
| YTD | -24.3% | +11.1% | -35.4% | -26.6% |
| 1Y | -35.0% | +7.0% | -42.0% | -36.6% |
| 3Y | +778.7% | -10.0% | +788.7% | +765.6% |
| 5Y | +1,884.8% | -22.6% | +1,907.5% | +1,887.1% |
| 10Y | +1,761.1% | +29.3% | +1,731.8% | +1,439.8% |
| All | +2,288.2% | +388.7% | +1,899.5% | +1,301.0% |
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