+227.5%
LOW vs CLX
-3.7%
+231.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.4% |
| 7D | -3.7% | -5.7% | +2.0% | -2.2% |
| 30D | -8.9% | -17.0% | +8.2% | -4.2% |
| 3M | -10.4% | -9.7% | -0.7% | -7.9% |
| 6M | -19.4% | -19.8% | +0.4% | -14.8% |
| YTD | -17.1% | -9.8% | -7.3% | -15.0% |
| 1Y | -26.3% | -26.2% | -0.1% | -20.7% |
| 3Y | -9.9% | -36.2% | +26.3% | -0.6% |
| 5Y | +6.1% | -38.3% | +44.5% | +16.1% |
| All | +227.5% | -3.7% | +231.2% | +220.7% |
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