+125.6%
EW vs CLX
-3.8%
+129.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.3% |
| 7D | -5.1% | -4.9% | -0.2% | -4.3% |
| 30D | -6.4% | -15.8% | +9.5% | -3.6% |
| 3M | -1.6% | -7.9% | +6.4% | -0.3% |
| 6M | +2.3% | -19.0% | +21.3% | +5.5% |
| YTD | +1.1% | -7.9% | +9.0% | +2.1% |
| 1Y | +8.0% | -25.4% | +33.4% | +12.8% |
| 3Y | +16.3% | -35.0% | +51.4% | +23.4% |
| 5Y | -29.4% | -36.8% | +7.4% | -25.9% |
| 10Y | +125.6% | -1.4% | +127.0% | +113.7% |
| All | +125.6% | -3.8% | +129.4% | +113.7% |
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