+2,498.9%
MAR vs CLX
+356.8%
+2,142.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -4.2% | -9.2% | +5.1% | -2.1% |
| 30D | -6.7% | -11.0% | +4.4% | -4.3% |
| 3M | -12.5% | +5.0% | -17.5% | -13.6% |
| 6M | +0.6% | -18.8% | +19.4% | +4.7% |
| YTD | +9.1% | -4.4% | +13.5% | +9.5% |
| 1Y | +26.2% | -21.9% | +48.1% | +32.1% |
| 3Y | +68.2% | -32.8% | +100.9% | +80.2% |
| 5Y | +163.9% | -34.6% | +198.5% | +179.4% |
| 10Y | +420.6% | -4.7% | +425.3% | +356.1% |
| All | +2,498.9% | +356.8% | +2,142.1% | +1,426.6% |
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