+470.1%
CMS vs CLX
+2,609.7%
-2,139.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -0.5% | +13.6% | -14.1% | -3.7% |
| 30D | +7.2% | +23.4% | -16.2% | +1.6% |
| 3M | -1.3% | -2.8% | +1.6% | -0.8% |
| 6M | -4.3% | +14.0% | -18.3% | -8.0% |
| YTD | +2.1% | +4.2% | -2.1% | -0.1% |
| 1Y | -0.6% | -1.2% | +0.6% | -1.5% |
| 3Y | +38.0% | -12.7% | +50.7% | +40.0% |
| 5Y | +33.6% | -26.5% | +60.1% | +39.0% |
| 10Y | +128.6% | +20.2% | +108.4% | +107.7% |
| All | +470.1% | +2,609.7% | -2,139.6% | +194.7% |
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