+325.3%
IR vs CLX
+1.6%
+323.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +3.7% | +13.6% | -9.9% | +1.9% |
| 30D | +7.4% | +23.4% | -15.9% | +4.4% |
| 3M | -5.9% | -2.8% | -3.1% | -5.7% |
| 6M | +5.6% | +14.0% | -8.4% | +3.6% |
| YTD | +4.8% | +4.2% | +0.7% | +4.1% |
| 1Y | +6.9% | -1.2% | +8.1% | +6.7% |
| 3Y | +27.6% | -12.7% | +40.2% | +28.8% |
| 5Y | +45.8% | -26.5% | +72.3% | +47.3% |
| All | +325.3% | +1.6% | +323.7% | +311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling