+49.5%
EQT vs CLX
-2.6%
+52.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.7% |
| 7D | -1.2% | -5.9% | +4.7% | -0.5% |
| 30D | +1.1% | -17.0% | +18.1% | +3.2% |
| 3M | +4.8% | -9.6% | +14.4% | +5.8% |
| 6M | -10.6% | -21.5% | +10.9% | -8.2% |
| YTD | +3.4% | -8.8% | +12.3% | +3.9% |
| 1Y | +8.7% | -24.7% | +33.3% | +12.0% |
| 3Y | +35.0% | -35.6% | +70.6% | +40.9% |
| 5Y | +204.2% | -37.6% | +241.9% | +215.8% |
| All | +49.5% | -2.6% | +52.1% | +44.4% |
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