+6,438.2%
EW vs CLX
+495.6%
+5,942.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -0.3% | -9.2% | +8.9% | +1.6% |
| 30D | +1.0% | -11.0% | +12.1% | +3.5% |
| 3M | +2.8% | +5.0% | -2.2% | +1.5% |
| 6M | +5.5% | -18.8% | +24.3% | +9.6% |
| YTD | +5.5% | -4.4% | +9.9% | +5.8% |
| 1Y | +11.0% | -21.9% | +32.9% | +16.0% |
| 3Y | +17.7% | -32.8% | +50.5% | +25.8% |
| 5Y | -25.7% | -34.6% | +8.8% | -21.4% |
| 10Y | +132.8% | -4.7% | +137.5% | +118.7% |
| All | +6,438.2% | +495.6% | +5,942.5% | +4,643.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling