+1,625.0%
CLX vs IT
+6,105.9%
-4,480.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.9% |
| 7D | -9.2% | -6.0% | -3.2% | -8.8% |
| 30D | -11.0% | 0.0% | -11.1% | -11.1% |
| 3M | +5.0% | +13.1% | -8.0% | +3.7% |
| 6M | -18.8% | +11.7% | -30.5% | -20.0% |
| YTD | -4.4% | -26.1% | +21.7% | -3.0% |
| 1Y | -21.9% | -21.3% | -0.6% | -21.2% |
| 3Y | -32.8% | -46.7% | +14.0% | -30.7% |
| 5Y | -34.6% | -40.5% | +6.0% | -33.6% |
| 10Y | -4.7% | +103.9% | -108.6% | -14.4% |
| All | +1,625.0% | +6,105.9% | -4,480.9% | +1,017.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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