+44.5%
F vs CLX
-10.5%
+55.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +1.4% | +12.4% | -11.1% | -1.1% |
| 30D | +2.0% | +21.1% | -19.1% | -1.9% |
| 3M | -10.4% | -3.3% | -7.0% | -10.2% |
| 6M | +9.7% | +18.8% | -9.1% | +5.2% |
| YTD | -1.2% | +3.9% | -5.1% | -2.5% |
| 1Y | 0.0% | -3.8% | +3.8% | -0.2% |
| All | +44.5% | -10.5% | +55.0% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling