+79.8%
F vs CLX
+19.4%
+60.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +1.6% | +13.6% | -12.0% | -0.2% |
| 30D | +2.6% | +23.4% | -20.7% | -0.2% |
| 3M | -8.8% | -2.8% | -6.0% | -8.7% |
| 6M | +4.6% | +14.0% | -9.4% | +2.5% |
| YTD | -1.9% | +4.2% | -6.1% | -2.8% |
| 1Y | -0.8% | -1.2% | +0.4% | -1.2% |
| 3Y | +43.5% | -12.7% | +56.2% | +44.4% |
| 5Y | -12.1% | -26.5% | +14.4% | -10.9% |
| All | +79.8% | +19.4% | +60.5% | +69.8% |
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