+20.7%
EXE vs CLX
-34.1%
+54.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.2% |
| 7D | -1.8% | -3.5% | +1.8% | -1.9% |
| 30D | +6.4% | -11.9% | +18.3% | +5.8% |
| 3M | +9.2% | -2.6% | +11.9% | +9.2% |
| 6M | -7.0% | -18.2% | +11.2% | -7.2% |
| YTD | -9.5% | -5.9% | -3.6% | -9.5% |
| 1Y | +6.2% | -23.8% | +30.1% | +5.7% |
| 3Y | +20.7% | -33.6% | +54.3% | +17.2% |
| All | +20.7% | -34.1% | +54.9% | +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