+75.3%
CME vs CLX
-37.0%
+112.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -1.1% | -4.9% | +3.8% | -0.6% |
| 30D | +4.2% | -15.8% | +20.0% | +5.9% |
| 3M | +7.3% | -7.9% | +15.3% | +8.0% |
| 6M | -11.4% | -19.0% | +7.6% | -9.7% |
| YTD | +3.5% | -7.9% | +11.5% | +3.8% |
| 1Y | +8.6% | -25.4% | +34.0% | +11.6% |
| 3Y | +51.6% | -35.0% | +86.6% | +57.9% |
| 5Y | +75.3% | -36.8% | +112.0% | +78.5% |
| All | +75.3% | -37.0% | +112.3% | +78.5% |
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