+57.7%
GEV vs CLX
-20.9%
+78.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.2% |
| 7D | +3.3% | -9.2% | +12.5% | +1.6% |
| 30D | -7.5% | -11.0% | +3.6% | -9.3% |
| 3M | -2.2% | +5.0% | -7.2% | -1.5% |
| 6M | +12.1% | -18.8% | +30.9% | +9.2% |
| YTD | +44.4% | -4.4% | +48.8% | +53.7% |
| 1Y | +57.7% | -21.9% | +79.5% | +49.8% |
| All | +57.7% | -20.9% | +78.5% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling