+142.8%
EFA vs CLX
-3.7%
+146.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -1.5% | -5.7% | +4.2% | -0.9% |
| 30D | -1.7% | -17.0% | +15.4% | +0.4% |
| 3M | +3.5% | -9.7% | +13.2% | +4.5% |
| 6M | +9.5% | -19.8% | +29.3% | +11.9% |
| YTD | +12.9% | -9.8% | +22.7% | +13.9% |
| 1Y | +18.2% | -26.2% | +44.4% | +21.7% |
| 3Y | +64.8% | -36.2% | +101.0% | +71.6% |
| 5Y | +53.9% | -38.3% | +92.2% | +59.2% |
| All | +142.8% | -3.7% | +146.4% | +129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling