+195.4%
CLX vs PSKY
-63.1%
+258.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.9% | +1.3% |
| 7D | +3.9% | -24.6% | +28.5% | +5.3% |
| 30D | -2.5% | -36.1% | +33.7% | -0.3% |
| 3M | +3.4% | -85.1% | +88.5% | +8.2% |
| 6M | +3.4% | -85.1% | +88.5% | +8.2% |
| YTD | +3.4% | -85.1% | +88.5% | +8.2% |
| 1Y | +3.4% | -85.1% | +88.5% | +8.2% |
| 3Y | +3.4% | -85.1% | +88.5% | +8.2% |
| 5Y | +3.4% | -85.1% | +88.5% | +8.2% |
| 10Y | -3.3% | -84.4% | +81.1% | +0.4% |
| All | +195.4% | -63.1% | +258.5% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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