+293.0%
LOW vs CLX
+32.0%
+261.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.2% |
| 7D | +1.4% | +9.5% | -8.1% | -1.2% |
| 30D | +21.7% | +30.7% | -9.0% | +12.8% |
| 3M | +5.0% | +4.2% | +0.8% | +3.5% |
| 6M | +4.6% | +22.1% | -17.5% | -1.3% |
| YTD | -3.5% | +14.1% | -17.6% | -7.4% |
| 1Y | +0.5% | +10.3% | -9.8% | -2.8% |
| 3Y | +24.8% | -7.8% | +32.6% | +25.1% |
| 5Y | +6.5% | -20.8% | +27.3% | +8.7% |
| All | +293.0% | +32.0% | +261.0% | +234.4% |
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 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