+2,105.4%
FIX vs CLX
-34.6%
+2,140.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +6.0% | -9.2% | +15.3% | +6.5% |
| 30D | -7.2% | -11.0% | +3.8% | -6.8% |
| 3M | -15.9% | +5.0% | -20.9% | -16.6% |
| 6M | +12.7% | -18.8% | +31.6% | +14.9% |
| YTD | +72.8% | -4.4% | +77.2% | +73.0% |
| 1Y | +122.9% | -21.9% | +144.7% | +128.7% |
| 3Y | +774.3% | -32.8% | +807.1% | +816.9% |
| All | +2,105.4% | -34.6% | +2,140.1% | +2,062.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling