+35,474.9%
LOW vs CLX
+2,386.6%
+33,088.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | -1.7% | -9.2% | +7.5% | +1.6% |
| 30D | -7.0% | -11.0% | +4.0% | -3.3% |
| 3M | -0.9% | +5.0% | -5.9% | -2.6% |
| 6M | -20.1% | -18.8% | -1.3% | -14.5% |
| YTD | -13.9% | -4.4% | -9.5% | -13.0% |
| 1Y | -21.1% | -21.9% | +0.7% | -14.8% |
| 3Y | -6.6% | -32.8% | +26.1% | +4.8% |
| 5Y | +9.4% | -34.6% | +43.9% | +21.0% |
| 10Y | +220.5% | -4.7% | +225.2% | +194.8% |
| All | +35,474.9% | +2,386.6% | +33,088.3% | +9,393.2% |
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