+69.4%
CME vs CLX
-23.1%
+92.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -1.0% |
| 7D | -0.6% | +17.4% | -17.9% | -2.1% |
| 30D | +8.5% | +27.8% | -19.2% | +6.0% |
| 3M | +16.0% | +3.0% | +13.0% | +15.5% |
| 6M | +9.3% | +17.5% | -8.2% | +7.2% |
| YTD | +15.3% | +10.0% | +5.3% | +13.5% |
| 1Y | +14.4% | +3.3% | +11.1% | +13.5% |
| 3Y | +59.9% | -10.1% | +70.1% | +61.3% |
| 5Y | +69.4% | -23.7% | +93.2% | +69.6% |
| All | +69.4% | -23.1% | +92.5% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling