+178.5%
EXE vs CLX
-40.2%
+218.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.2% |
| 7D | -0.3% | -9.2% | +9.0% | -0.3% |
| 30D | +8.5% | -11.0% | +19.5% | +8.4% |
| 3M | +5.5% | +5.0% | +0.4% | +5.4% |
| 6M | -5.9% | -18.8% | +12.9% | -5.7% |
| YTD | -9.7% | -4.4% | -5.3% | -9.7% |
| 1Y | +3.6% | -21.9% | +25.4% | +3.8% |
| 3Y | +18.0% | -32.8% | +50.8% | +18.6% |
| 5Y | +109.4% | -34.6% | +144.0% | +107.9% |
| All | +178.5% | -40.2% | +218.7% | +173.3% |
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