+197.7%
EXC vs CLX
+26.5%
+171.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +0.1% | +13.6% | -13.6% | -2.9% |
| 30D | +9.0% | +29.1% | -20.0% | +2.7% |
| 3M | +3.3% | +1.6% | +1.7% | +2.6% |
| 6M | +5.7% | +18.7% | -13.1% | +0.9% |
| YTD | +7.3% | +11.1% | -3.7% | +3.4% |
| 1Y | +2.9% | +7.0% | -4.1% | 0.0% |
| 3Y | +29.3% | -10.0% | +39.3% | +30.3% |
| 5Y | +40.1% | -22.6% | +62.7% | +43.3% |
| 10Y | +197.7% | +29.3% | +168.3% | +138.0% |
| All | +197.7% | +26.5% | +171.1% | +138.0% |
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