+3,231.7%
CLS vs CLX
+320.5%
+2,911.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +4.6% | -9.2% | +13.8% | +6.2% |
| 30D | -13.9% | -11.0% | -2.8% | -12.3% |
| 3M | -26.6% | +5.0% | -31.6% | -27.5% |
| 6M | +15.4% | -18.8% | +34.2% | +18.6% |
| YTD | +5.7% | -4.4% | +10.1% | +5.1% |
| 1Y | +41.1% | -21.9% | +63.0% | +45.2% |
| 3Y | +1,228.6% | -32.8% | +1,261.3% | +1,282.4% |
| 5Y | +3,240.6% | -34.6% | +3,275.2% | +3,343.5% |
| 10Y | +2,760.3% | -4.7% | +2,765.0% | +2,437.0% |
| All | +3,231.7% | +320.5% | +2,911.2% | +1,906.2% |
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