+7,663.4%
CME vs CLX
+385.2%
+7,278.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +2.5% | +7.8% | -5.3% | -0.2% |
| 30D | +13.9% | +28.5% | -14.6% | +4.4% |
| 3M | +22.4% | +1.3% | +21.1% | +21.2% |
| 6M | +12.9% | +23.4% | -10.5% | +3.7% |
| YTD | +19.6% | +11.4% | +8.2% | +12.7% |
| 1Y | +17.7% | +6.9% | +10.8% | +12.4% |
| 3Y | +65.3% | -9.8% | +75.1% | +64.9% |
| 5Y | +75.1% | -22.7% | +97.8% | +78.4% |
| 10Y | +305.8% | +28.7% | +277.0% | +179.9% |
| All | +7,663.4% | +385.2% | +7,278.2% | +2,467.5% |
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 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