+53.5%
CME vs CLX
-34.1%
+87.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -2.9% | -3.5% | +0.7% | -2.6% |
| 30D | +5.5% | -11.9% | +17.4% | +6.6% |
| 3M | +11.0% | -2.6% | +13.6% | +11.0% |
| 6M | -9.7% | -18.2% | +8.5% | -7.9% |
| YTD | +4.9% | -5.9% | +10.8% | +4.8% |
| 1Y | +10.1% | -23.8% | +33.9% | +13.2% |
| 3Y | +53.5% | -33.6% | +87.1% | +56.6% |
| All | +53.5% | -34.1% | +87.7% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling