+643.2%
GEV vs CLX
-33.3%
+676.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.0% |
| 7D | +8.1% | -3.5% | +11.6% | +7.7% |
| 30D | -1.9% | -11.9% | +9.9% | -3.2% |
| 3M | +4.1% | -2.6% | +6.7% | +4.0% |
| 6M | +23.2% | -18.2% | +41.4% | +22.2% |
| YTD | +48.9% | -5.9% | +54.8% | +50.4% |
| 1Y | +62.2% | -23.8% | +86.0% | +62.6% |
| All | +643.2% | -33.3% | +676.5% | +706.7% |
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