+615.0%
F vs CLX
+2,386.6%
-1,771.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +5.3% | -9.2% | +14.6% | +8.1% |
| 30D | +4.6% | -11.0% | +15.6% | +7.9% |
| 3M | -3.7% | +5.0% | -8.7% | -5.4% |
| 6M | +16.8% | -18.8% | +35.6% | +22.8% |
| YTD | +15.3% | -4.4% | +19.7% | +15.6% |
| 1Y | +31.0% | -21.9% | +52.9% | +38.6% |
| 3Y | +45.4% | -32.8% | +78.2% | +58.4% |
| 5Y | +54.7% | -34.6% | +89.2% | +67.2% |
| 10Y | +98.2% | -4.7% | +102.9% | +78.2% |
| All | +615.0% | +2,386.6% | -1,771.6% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling