+8,533.7%
FIX vs CLX
+635.3%
+7,898.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -13.9% | +13.6% | -27.6% | -16.6% |
| 30D | -35.5% | +29.1% | -64.6% | -39.4% |
| 3M | -33.9% | +1.6% | -35.5% | -34.5% |
| 6M | -43.3% | +18.7% | -62.0% | -46.3% |
| YTD | +18.7% | +11.1% | +7.6% | +13.6% |
| 1Y | +13.8% | +7.0% | +6.8% | +9.8% |
| 3Y | +495.0% | -10.0% | +505.0% | +488.2% |
| 5Y | +1,049.0% | -22.6% | +1,071.7% | +1,061.9% |
| 10Y | +3,644.4% | +29.3% | +3,615.1% | +3,003.1% |
| All | +8,533.7% | +635.3% | +7,898.4% | +4,441.0% |
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