+7.1%
LOW vs CLX
-20.8%
+27.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | +1.4% | +9.5% | -8.1% | -1.7% |
| 30D | +21.7% | +30.7% | -9.0% | +11.3% |
| 3M | +5.0% | +4.2% | +0.8% | +3.1% |
| 6M | +4.6% | +22.1% | -17.5% | -2.3% |
| YTD | -3.5% | +14.1% | -17.6% | -8.2% |
| 1Y | +0.5% | +10.3% | -9.8% | -3.6% |
| 3Y | +24.8% | -7.8% | +32.6% | +24.4% |
| All | +7.1% | -20.8% | +27.9% | +9.9% |
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