+508.4%
F vs CLX
+2,609.7%
-2,101.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +1.6% | +13.6% | -12.0% | -2.0% |
| 30D | +2.6% | +23.4% | -20.7% | -3.2% |
| 3M | -8.8% | -2.8% | -6.0% | -8.2% |
| 6M | +4.6% | +14.0% | -9.4% | +0.2% |
| YTD | -1.9% | +4.2% | -6.1% | -4.0% |
| 1Y | -0.8% | -1.2% | +0.4% | -1.6% |
| 3Y | +43.5% | -12.7% | +56.2% | +45.3% |
| 5Y | -12.1% | -26.5% | +14.4% | -8.0% |
| 10Y | +83.6% | +20.2% | +63.4% | +53.4% |
| All | +508.4% | +2,609.7% | -2,101.3% | +90.8% |
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