+3,604.4%
FIX vs CLX
+30.5%
+3,573.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.9% |
| 7D | +17.0% | +8.5% | +8.5% | +16.3% |
| 30D | -30.6% | +30.0% | -60.6% | -32.0% |
| 3M | -35.0% | +3.8% | -38.8% | -35.1% |
| 6M | -44.0% | +24.6% | -68.6% | -45.4% |
| YTD | +21.1% | +12.8% | +8.4% | +19.5% |
| 1Y | +16.3% | +8.6% | +7.7% | +15.2% |
| 3Y | +507.4% | -8.6% | +516.0% | +507.8% |
| 5Y | +1,052.1% | -21.8% | +1,073.8% | +1,068.8% |
| All | +3,604.4% | +30.5% | +3,573.9% | +3,103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling