+459.7%
CMS vs CLX
+2,386.6%
-1,926.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +0.4% | -9.2% | +9.6% | +2.8% |
| 30D | -3.6% | -11.0% | +7.4% | -0.8% |
| 3M | -1.9% | +5.0% | -7.0% | -3.5% |
| 6M | -11.0% | -18.8% | +7.8% | -6.9% |
| YTD | +0.2% | -4.4% | +4.6% | +0.4% |
| 1Y | -1.3% | -21.9% | +20.5% | +3.8% |
| 3Y | +35.9% | -32.8% | +68.7% | +47.2% |
| 5Y | +23.1% | -34.6% | +57.6% | +32.0% |
| 10Y | +117.9% | -4.7% | +122.6% | +109.7% |
| All | +459.7% | +2,386.6% | -1,926.9% | +196.0% |
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