+4.7%
FIX vs CLX
-1.9%
+6.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.2% | +5.5% |
| 7D | -17.5% | +13.6% | -31.0% | -14.5% |
| 30D | -41.6% | +23.4% | -64.9% | -38.1% |
| 3M | -40.6% | -2.8% | -37.7% | -40.1% |
| 6M | -49.4% | +14.0% | -63.4% | -47.8% |
| YTD | +9.2% | +4.2% | +5.0% | +21.9% |
| All | +4.7% | -1.9% | +6.5% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling