+19.6%
CME vs CLX
-6.5%
+26.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.2% |
| 7D | +4.8% | +14.2% | -9.3% | +4.3% |
| 30D | +14.2% | +22.7% | -8.5% | +13.4% |
| 3M | +17.9% | -2.8% | +20.7% | +17.5% |
| 6M | +7.2% | +17.7% | -10.4% | +6.2% |
| YTD | +16.7% | +3.3% | +13.4% | +15.0% |
| 1Y | +19.6% | -5.6% | +25.2% | +20.2% |
| All | +19.6% | -6.5% | +26.1% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling