+395.7%
EFA vs CLX
+408.0%
-12.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +0.6% | -9.2% | +9.8% | +3.4% |
| 30D | +0.9% | -11.0% | +11.9% | +4.2% |
| 3M | +4.9% | +5.0% | -0.2% | +2.8% |
| 6M | +8.6% | -18.8% | +27.4% | +14.3% |
| YTD | +14.6% | -4.4% | +19.0% | +14.8% |
| 1Y | +22.6% | -21.9% | +44.5% | +30.1% |
| 3Y | +66.5% | -32.8% | +99.3% | +82.0% |
| 5Y | +54.5% | -34.6% | +89.1% | +65.8% |
| 10Y | +144.8% | -4.7% | +149.5% | +106.1% |
| All | +395.7% | +408.0% | -12.3% | +100.9% |
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