+5.7%
EXC vs CLX
-23.5%
+29.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +1.2% | -3.5% | +4.8% | +1.5% |
| 30D | -2.7% | -11.9% | +9.1% | -1.9% |
| 3M | -1.0% | -2.6% | +1.7% | -0.9% |
| 6M | -9.3% | -18.2% | +8.9% | -7.4% |
| YTD | +3.6% | -5.9% | +9.5% | +3.2% |
| All | +5.7% | -23.5% | +29.2% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling