-17.2%
F vs CLX
-20.8%
+3.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -3.1% | +9.5% | -12.6% | -5.3% |
| 30D | 0.0% | +30.7% | -30.7% | -6.6% |
| 3M | -13.2% | +4.2% | -17.4% | -14.4% |
| 6M | -10.2% | +22.1% | -32.3% | -15.3% |
| YTD | -4.9% | +14.1% | -19.0% | -9.0% |
| 1Y | -6.1% | +10.3% | -16.4% | -9.4% |
| 3Y | +46.0% | -7.8% | +53.8% | +44.8% |
| All | -17.2% | -20.8% | +3.6% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling