+20.5%
EXE vs CLX
-8.6%
+29.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.8% |
| 7D | +1.5% | +7.8% | -6.3% | +1.8% |
| 30D | -0.2% | +28.5% | -28.7% | +0.7% |
| 3M | -9.2% | +1.3% | -10.6% | -9.3% |
| 6M | -7.2% | +23.4% | -30.6% | -6.6% |
| YTD | -18.3% | +11.4% | -29.6% | -17.8% |
| 1Y | -23.6% | +6.9% | -30.5% | -23.2% |
| All | +20.5% | -8.6% | +29.2% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling