+9.1%
CME vs CLX
-25.2%
+34.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -0.6% | -4.9% | +4.3% | -0.4% |
| 30D | +4.7% | -15.8% | +20.5% | +5.5% |
| 3M | +7.8% | -7.9% | +15.8% | +8.2% |
| 6M | -11.0% | -19.0% | +8.1% | -9.0% |
| YTD | +4.0% | -7.9% | +12.0% | +2.7% |
| 1Y | +9.1% | -25.4% | +34.5% | +15.4% |
| All | +9.1% | -25.2% | +34.3% | +15.4% |
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