+519.9%
FIX vs CLX
-8.6%
+528.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.1% |
| 7D | +6.4% | +7.8% | -1.3% | +7.8% |
| 30D | -29.1% | +28.5% | -57.6% | -25.7% |
| 3M | -31.1% | +1.3% | -32.5% | -30.3% |
| 6M | -42.8% | +23.4% | -66.2% | -40.6% |
| YTD | +24.6% | +11.4% | +13.3% | +30.4% |
| 1Y | +21.9% | +6.9% | +15.0% | +27.3% |
| All | +519.9% | -8.6% | +528.5% | +533.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling