+2,453.0%
EXC vs CLX
+2,760.7%
-307.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -1.2% |
| 7D | -1.7% | +17.4% | -19.1% | -5.4% |
| 30D | +9.3% | +27.8% | -18.4% | +3.2% |
| 3M | +1.0% | +3.0% | -2.0% | +0.1% |
| 6M | +5.9% | +17.5% | -11.6% | +1.4% |
| YTD | +7.6% | +10.0% | -2.3% | +4.0% |
| 1Y | +2.4% | +3.3% | -0.9% | +0.4% |
| 3Y | +30.2% | -10.1% | +40.4% | +31.0% |
| 5Y | +41.4% | -23.7% | +65.1% | +45.0% |
| 10Y | +183.8% | +24.9% | +158.9% | +154.0% |
| All | +2,453.0% | +2,760.7% | -307.8% | +1,087.7% |
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