+336.0%
IR vs CLX
+11.2%
+324.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +2.5% | +9.5% | -7.0% | +1.3% |
| 30D | +9.2% | +30.7% | -21.5% | +5.3% |
| 3M | +0.9% | +4.2% | -3.3% | +0.2% |
| 6M | +19.2% | +22.1% | -2.9% | +16.0% |
| YTD | +7.5% | +14.1% | -6.6% | +5.5% |
| 1Y | +11.7% | +10.3% | +1.4% | +10.0% |
| 3Y | +23.9% | -7.8% | +31.7% | +23.9% |
| 5Y | +46.4% | -20.8% | +67.2% | +46.0% |
| All | +336.0% | +11.2% | +324.7% | +316.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling