+11.7%
IR vs CLX
+9.5%
+2.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +2.5% | +9.5% | -7.0% | -0.7% |
| 30D | +9.2% | +30.7% | -21.5% | -0.8% |
| 3M | +0.9% | +4.2% | -3.3% | -0.1% |
| 6M | +19.2% | +22.1% | -2.9% | +10.4% |
| YTD | +7.5% | +14.1% | -6.6% | +2.0% |
| 1Y | +11.7% | +10.3% | +1.4% | +8.5% |
| All | +11.7% | +9.5% | +2.2% | +8.5% |
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