+7,384.4%
CME vs CLX
+379.2%
+7,005.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -2.3% |
| 7D | -0.6% | +17.4% | -17.9% | -6.0% |
| 30D | +8.5% | +27.8% | -19.2% | -0.4% |
| 3M | +16.0% | +3.0% | +13.0% | +14.3% |
| 6M | +9.3% | +17.5% | -8.2% | +2.1% |
| YTD | +15.3% | +10.0% | +5.3% | +9.1% |
| 1Y | +14.4% | +3.3% | +11.1% | +10.6% |
| 3Y | +59.9% | -10.1% | +70.1% | +59.6% |
| 5Y | +69.4% | -23.7% | +93.2% | +73.4% |
| 10Y | +299.5% | +24.9% | +274.6% | +179.6% |
| All | +7,384.4% | +379.2% | +7,005.2% | +2,385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling