+67.0%
MAR vs CLX
-35.1%
+102.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | -0.5% | -4.9% | +4.4% | +0.7% |
| 30D | -4.7% | -15.8% | +11.2% | -0.8% |
| 3M | -15.6% | -7.9% | -7.7% | -14.1% |
| 6M | +1.2% | -19.0% | +20.3% | +5.4% |
| YTD | +7.5% | -7.9% | +15.4% | +8.7% |
| 1Y | +26.6% | -25.4% | +52.0% | +33.4% |
| All | +67.0% | -35.1% | +102.1% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling