+43.8%
EXC vs CLX
-26.4%
+70.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -1.2% | +13.6% | -14.8% | -3.4% |
| 30D | +10.0% | +23.4% | -13.4% | +6.0% |
| 3M | +1.6% | -2.8% | +4.5% | +1.8% |
| 6M | +3.3% | +14.0% | -10.7% | +0.5% |
| YTD | +7.6% | +4.2% | +3.4% | +5.8% |
| 1Y | +3.5% | -1.2% | +4.6% | +2.7% |
| 3Y | +27.7% | -12.7% | +40.3% | +29.9% |
| All | +43.8% | -26.4% | +70.3% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling