+340.0%
IR vs CLX
+8.3%
+331.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | +1.5% | +13.6% | -12.1% | -0.2% |
| 30D | +9.0% | +29.1% | -20.0% | +5.4% |
| 3M | -0.9% | +1.6% | -2.5% | -1.2% |
| 6M | +13.4% | +18.7% | -5.3% | +10.7% |
| YTD | +8.5% | +11.1% | -2.6% | +6.8% |
| 1Y | +11.3% | +7.0% | +4.3% | +9.9% |
| 3Y | +26.0% | -10.0% | +36.0% | +26.4% |
| 5Y | +47.9% | -22.6% | +70.5% | +48.1% |
| All | +340.0% | +8.3% | +331.7% | +321.7% |
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 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