-29.4%
EW vs CLX
-35.2%
+5.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -2.0% | -3.2% |
| 7D | -4.4% | -3.5% | -0.9% | -3.8% |
| 30D | -3.3% | -11.9% | +8.5% | -1.0% |
| 3M | +1.0% | -2.6% | +3.6% | +1.4% |
| 6M | +6.2% | -18.2% | +24.4% | +9.7% |
| YTD | +1.7% | -5.9% | +7.6% | +2.4% |
| 1Y | +8.1% | -23.8% | +32.0% | +13.1% |
| 3Y | +17.1% | -33.6% | +50.7% | +24.4% |
| 5Y | -29.4% | -35.7% | +6.3% | -29.3% |
| All | -29.4% | -35.2% | +5.8% | -29.3% |
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 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