+2,340.5%
EXC vs CLX
+2,386.6%
-46.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +0.3% | -9.2% | +9.5% | +2.5% |
| 30D | -3.7% | -11.0% | +7.3% | -1.2% |
| 3M | -1.3% | +5.0% | -6.3% | -2.7% |
| 6M | -9.7% | -18.8% | +9.1% | -6.0% |
| YTD | +2.9% | -4.4% | +7.3% | +2.9% |
| 1Y | +4.4% | -21.9% | +26.2% | +9.3% |
| 3Y | +22.2% | -32.8% | +55.0% | +31.5% |
| 5Y | +46.7% | -34.6% | +81.3% | +56.1% |
| 10Y | +155.3% | -4.7% | +160.0% | +143.6% |
| All | +2,340.5% | +2,386.6% | -46.1% | +1,074.8% |
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 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