+153.4%
EXE vs CLX
-28.7%
+182.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.8% |
| 7D | +5.3% | +9.5% | -4.2% | +5.4% |
| 30D | -2.2% | +30.7% | -32.9% | -2.1% |
| 3M | -5.9% | +4.2% | -10.1% | -5.9% |
| 6M | -5.7% | +22.1% | -27.8% | -5.6% |
| YTD | -17.8% | +14.1% | -31.9% | -17.8% |
| 1Y | -23.1% | +10.3% | -33.4% | -23.0% |
| 3Y | +21.2% | -7.8% | +29.0% | +21.3% |
| 5Y | +78.8% | -20.8% | +99.7% | +78.3% |
| All | +153.4% | -28.7% | +182.1% | +148.9% |
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