+44.1%
IR vs CLX
-26.4%
+70.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +3.7% | +13.6% | -9.9% | +0.4% |
| 30D | +7.4% | +23.4% | -15.9% | +1.8% |
| 3M | -5.9% | -2.8% | -3.1% | -5.4% |
| 6M | +5.6% | +14.0% | -8.4% | +1.7% |
| YTD | +4.8% | +4.2% | +0.7% | +3.3% |
| 1Y | +6.9% | -1.2% | +8.1% | +6.5% |
| 3Y | +27.6% | -12.7% | +40.2% | +29.4% |
| All | +44.1% | -26.4% | +70.6% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling