+498.8%
MAR vs CLX
+32.0%
+466.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.4% |
| 7D | +1.6% | +9.5% | -7.9% | +1.5% |
| 30D | +13.8% | +30.7% | -16.9% | +13.5% |
| 3M | +20.3% | +4.2% | +16.0% | +20.1% |
| 6M | +21.3% | +22.1% | -0.8% | +21.2% |
| YTD | +37.2% | +14.1% | +23.1% | +37.0% |
| 1Y | +48.4% | +10.3% | +38.1% | +48.1% |
| 3Y | +120.1% | -7.8% | +127.9% | +119.2% |
| 5Y | +182.1% | -20.8% | +202.9% | +177.1% |
| All | +498.8% | +32.0% | +466.8% | +441.0% |
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