+74.3%
F vs CLX
+26.5%
+47.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +1.0% | +13.6% | -12.7% | -0.8% |
| 30D | +2.1% | +29.1% | -26.9% | -1.4% |
| 3M | -10.3% | +1.6% | -11.8% | -10.7% |
| 6M | +3.3% | +18.7% | -15.5% | +0.5% |
| YTD | -2.0% | +11.1% | -13.1% | -3.8% |
| 1Y | -2.3% | +7.0% | -9.3% | -3.7% |
| 3Y | +49.9% | -10.0% | +59.9% | +50.1% |
| 5Y | -12.5% | -22.6% | +10.2% | -12.1% |
| 10Y | +74.3% | +29.3% | +44.9% | +55.7% |
| All | +74.3% | +26.5% | +47.7% | +55.7% |
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 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