+51.3%
GEV vs CLX
-25.9%
+77.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.4% |
| 7D | +1.6% | -5.7% | +7.3% | +0.7% |
| 30D | -7.9% | -17.0% | +9.1% | -10.5% |
| 3M | +5.6% | -9.7% | +15.3% | +4.7% |
| 6M | +13.1% | -19.8% | +32.9% | +11.0% |
| YTD | +46.7% | -9.8% | +56.6% | +54.0% |
| 1Y | +51.3% | -26.2% | +77.5% | +49.3% |
| All | +51.3% | -25.9% | +77.2% | +49.3% |
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 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