+5,831.7%
FIX vs CLX
-4.4%
+5,836.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +6.0% | -9.2% | +15.3% | +6.9% |
| 30D | -7.2% | -11.0% | +3.8% | -6.3% |
| 3M | -15.9% | +5.0% | -20.9% | -16.8% |
| 6M | +12.7% | -18.8% | +31.6% | +15.1% |
| YTD | +72.8% | -4.4% | +77.2% | +72.7% |
| 1Y | +122.9% | -21.9% | +144.7% | +128.6% |
| 3Y | +774.3% | -32.8% | +807.1% | +811.0% |
| 5Y | +2,049.5% | -34.6% | +2,084.0% | +2,113.1% |
| All | +5,831.7% | -4.4% | +5,836.1% | +5,416.4% |
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