+86.4%
F vs CLX
-3.9%
+90.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.7% | -4.0% |
| 7D | +1.2% | -3.5% | +4.7% | +1.6% |
| 30D | +1.2% | -11.9% | +13.1% | +2.9% |
| 3M | -5.7% | -2.6% | -3.0% | -5.5% |
| 6M | +17.9% | -18.2% | +36.1% | +20.5% |
| YTD | +10.4% | -5.9% | +16.3% | +11.0% |
| 1Y | +25.3% | -23.8% | +49.2% | +29.0% |
| 3Y | +37.5% | -33.6% | +71.0% | +42.7% |
| 5Y | +46.5% | -35.7% | +82.2% | +50.7% |
| 10Y | +86.4% | -2.5% | +88.9% | +75.9% |
| All | +86.4% | -3.9% | +90.3% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling