+43.3%
IR vs CLX
-35.2%
+78.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.2% |
| 7D | +0.6% | -3.5% | +4.2% | +1.5% |
| 30D | -13.6% | -11.9% | -1.7% | -10.9% |
| 3M | +3.7% | -2.6% | +6.3% | +4.3% |
| 6M | -13.1% | -18.2% | +5.1% | -9.2% |
| YTD | -5.1% | -5.9% | +0.8% | -3.9% |
| 1Y | -6.5% | -23.8% | +17.4% | -1.1% |
| 3Y | +8.5% | -33.6% | +42.1% | +16.9% |
| 5Y | +43.3% | -35.7% | +79.0% | +48.0% |
| All | +43.3% | -35.2% | +78.5% | +48.0% |
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