+14,337.8%
DE vs CLX
+2,347.6%
+11,990.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.5% |
| 7D | +0.7% | -3.5% | +4.2% | +1.6% |
| 30D | +9.6% | -11.9% | +21.5% | +12.9% |
| 3M | +19.0% | -2.6% | +21.6% | +19.2% |
| 6M | +16.1% | -18.2% | +34.2% | +20.9% |
| YTD | +47.0% | -5.9% | +52.9% | +47.7% |
| 1Y | +43.1% | -23.8% | +67.0% | +51.4% |
| 3Y | +77.5% | -33.6% | +111.1% | +92.5% |
| 5Y | +96.4% | -35.7% | +132.0% | +109.9% |
| 10Y | +852.9% | -2.5% | +855.4% | +760.2% |
| All | +14,337.8% | +2,347.6% | +11,990.2% | +4,837.5% |
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