-3.5%
F vs CLX
+6.9%
-10.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -2.1% | +7.8% | -9.9% | -4.0% |
| 30D | +3.3% | +28.5% | -25.2% | -3.1% |
| 3M | -11.3% | +1.3% | -12.6% | -12.5% |
| 6M | +5.3% | +23.4% | -18.1% | -1.7% |
| YTD | -2.2% | +11.4% | -13.6% | -5.0% |
| 1Y | -3.5% | +6.9% | -10.5% | -4.9% |
| All | -3.5% | +6.9% | -10.5% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling