+154.1%
MAR vs CLX
-37.0%
+191.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.2% |
| 7D | -0.5% | -4.9% | +4.4% | +0.3% |
| 30D | -4.7% | -15.8% | +11.2% | -2.1% |
| 3M | -15.6% | -7.9% | -7.7% | -14.6% |
| 6M | +1.2% | -19.0% | +20.3% | +3.9% |
| YTD | +7.5% | -7.9% | +15.4% | +8.5% |
| 1Y | +26.6% | -25.4% | +52.0% | +30.9% |
| 3Y | +66.0% | -35.0% | +101.0% | +73.3% |
| 5Y | +154.1% | -36.8% | +190.9% | +165.7% |
| All | +154.1% | -37.0% | +191.1% | +165.7% |
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