+7,594.5%
EW vs CLX
+602.6%
+6,992.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +4.9% | +8.5% | -3.6% | +3.1% |
| 30D | +24.1% | +30.0% | -5.9% | +17.4% |
| 3M | +13.7% | +3.8% | +9.9% | +12.6% |
| 6M | +32.7% | +24.6% | +8.1% | +26.2% |
| YTD | +24.1% | +12.8% | +11.3% | +20.1% |
| 1Y | +23.6% | +8.6% | +15.0% | +20.5% |
| 3Y | +64.8% | -8.6% | +73.4% | +65.2% |
| 5Y | -8.8% | -21.8% | +13.0% | -7.1% |
| 10Y | +248.8% | +30.4% | +218.4% | +205.0% |
| All | +7,594.5% | +602.6% | +6,992.0% | +5,286.2% |
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