+169.7%
EXE vs CLX
-43.6%
+213.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.1% |
| 7D | -3.1% | -5.7% | +2.5% | -3.2% |
| 30D | -0.9% | -17.0% | +16.1% | -1.0% |
| 3M | +9.6% | -9.7% | +19.2% | +9.5% |
| 6M | -11.6% | -19.8% | +8.2% | -11.5% |
| YTD | -12.6% | -9.8% | -2.7% | -12.6% |
| 1Y | +1.2% | -26.2% | +27.3% | +1.4% |
| 3Y | +18.0% | -36.2% | +54.2% | +18.5% |
| 5Y | +101.1% | -38.3% | +139.4% | +99.5% |
| All | +169.7% | -43.6% | +213.3% | +164.6% |
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