+101.4%
EXE vs CLX
-37.0%
+138.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.6% |
| 7D | -2.7% | -4.9% | +2.2% | -2.6% |
| 30D | -0.4% | -15.8% | +15.4% | -0.1% |
| 3M | +9.5% | -7.9% | +17.4% | +9.6% |
| 6M | -9.3% | -19.0% | +9.7% | -8.8% |
| YTD | -10.9% | -7.9% | -3.0% | -10.9% |
| 1Y | +4.3% | -25.4% | +29.7% | +5.2% |
| 3Y | +18.8% | -35.0% | +53.8% | +20.5% |
| 5Y | +101.4% | -36.8% | +138.2% | +98.7% |
| All | +101.4% | -37.0% | +138.4% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling