-38.9%
CLX vs MKTX
-60.5%
+21.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -17.0% | +0.7% | -17.7% | -17.0% |
| 3M | -9.7% | +40.8% | -50.5% | -11.3% |
| 6M | -19.8% | -8.0% | -11.8% | -19.3% |
| YTD | -9.8% | -8.7% | -1.1% | -9.2% |
| 1Y | -26.2% | -11.8% | -14.3% | -25.5% |
| 3Y | -36.2% | -24.0% | -12.2% | -35.5% |
| All | -38.9% | -60.5% | +21.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling