+248.8%
EW vs CLX
+29.7%
+219.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +6.5% | +7.8% | -1.3% | +5.1% |
| 30D | +22.5% | +28.5% | -6.0% | +17.3% |
| 3M | +13.0% | +1.3% | +11.7% | +12.5% |
| 6M | +37.1% | +23.4% | +13.7% | +31.9% |
| YTD | +24.1% | +11.4% | +12.8% | +21.2% |
| 1Y | +24.2% | +6.9% | +17.3% | +22.0% |
| 3Y | +64.8% | -9.8% | +74.6% | +65.5% |
| 5Y | -7.4% | -22.7% | +15.2% | -6.3% |
| 10Y | +248.8% | +28.7% | +220.0% | +236.3% |
| All | +248.8% | +29.7% | +219.1% | +236.3% |
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