+7,328.4%
EW vs CLX
+549.1%
+6,779.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +11.0% | +13.6% | -2.6% | +8.1% |
| 30D | +19.1% | +23.4% | -4.3% | +13.9% |
| 3M | +14.4% | -2.8% | +17.2% | +14.9% |
| 6M | +22.8% | +14.0% | +8.8% | +19.0% |
| YTD | +19.8% | +4.2% | +15.6% | +17.9% |
| 1Y | +23.9% | -1.2% | +25.1% | +23.2% |
| 3Y | +52.2% | -12.7% | +64.9% | +54.0% |
| 5Y | -13.9% | -26.5% | +12.6% | -11.2% |
| 10Y | +241.9% | +20.2% | +221.7% | +204.2% |
| All | +7,328.4% | +549.1% | +6,779.3% | +5,188.3% |
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 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