+7,433.0%
FIX vs CLX
+587.7%
+6,845.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.5% | -12.1% | -11.7% |
| 7D | -27.2% | +12.4% | -39.7% | -29.3% |
| 30D | -46.9% | +21.1% | -68.0% | -49.4% |
| 3M | -44.4% | -3.3% | -41.1% | -44.3% |
| 6M | -50.9% | +18.8% | -69.7% | -53.7% |
| YTD | +3.5% | +3.9% | -0.4% | +0.6% |
| 1Y | -2.1% | -3.8% | +1.7% | -3.2% |
| 3Y | +418.7% | -10.5% | +429.3% | +411.5% |
| 5Y | +894.6% | -26.7% | +921.2% | +916.5% |
| 10Y | +3,465.5% | +19.9% | +3,445.6% | +2,904.7% |
| All | +7,433.0% | +587.7% | +6,845.3% | +3,919.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling