+195.6%
EQT vs CLX
-37.8%
+233.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.6% |
| 7D | -1.2% | -5.9% | +4.7% | -1.1% |
| 30D | +1.1% | -17.0% | +18.1% | +1.5% |
| 3M | +4.8% | -9.6% | +14.4% | +5.0% |
| 6M | -10.6% | -21.5% | +10.9% | -9.9% |
| YTD | +3.4% | -8.8% | +12.3% | +3.6% |
| 1Y | +8.7% | -24.7% | +33.3% | +9.6% |
| 3Y | +35.0% | -35.6% | +70.6% | +36.8% |
| All | +195.6% | -37.8% | +233.4% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling