+26.2%
MAR vs CLX
-20.9%
+47.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -4.2% | -9.2% | +5.1% | -1.9% |
| 30D | -6.7% | -11.0% | +4.4% | -4.0% |
| 3M | -12.5% | +5.0% | -17.5% | -13.8% |
| 6M | +0.6% | -18.8% | +19.4% | +3.8% |
| YTD | +9.1% | -4.4% | +13.5% | +9.2% |
| 1Y | +26.2% | -21.9% | +48.1% | +24.3% |
| All | +26.2% | -20.9% | +47.1% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling