+893.9%
FIX vs CLX
-26.6%
+920.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.5% | -12.1% | -11.6% |
| 7D | -27.2% | +12.4% | -39.7% | -27.4% |
| 30D | -46.9% | +21.1% | -68.0% | -47.1% |
| 3M | -44.4% | -3.3% | -41.1% | -44.1% |
| 6M | -50.9% | +18.8% | -69.7% | -51.6% |
| YTD | +3.5% | +3.9% | -0.4% | +3.7% |
| 1Y | -2.1% | -3.8% | +1.7% | -1.1% |
| 3Y | +418.7% | -10.5% | +429.3% | +414.3% |
| All | +893.9% | -26.6% | +920.6% | +906.3% |
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 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