-7.8%
CLX vs EOSE
+48.1%
-55.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.4% | +1.1% |
| 7D | +9.5% | +9.8% | -0.3% | +9.4% |
| 30D | +30.7% | -2.1% | +32.7% | +30.6% |
| 3M | +4.2% | -54.1% | +58.3% | +4.5% |
| 6M | +22.1% | -76.9% | +99.0% | +22.7% |
| YTD | +14.1% | -83.3% | +97.4% | +14.2% |
| 1Y | +10.3% | -87.4% | +97.8% | +10.6% |
| 3Y | -7.8% | +61.9% | -69.7% | -9.4% |
| All | -7.8% | +48.1% | -55.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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