+365.6%
NDAQ vs CLX
-2.6%
+368.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -6.8% | -5.9% | -0.9% | -5.5% |
| 30D | -3.2% | -17.0% | +13.9% | +0.9% |
| 3M | +6.5% | -9.6% | +16.1% | +8.7% |
| 6M | +5.7% | -21.5% | +27.3% | +11.1% |
| YTD | -4.6% | -8.8% | +4.2% | -3.7% |
| 1Y | -1.6% | -24.7% | +23.1% | +4.0% |
| 3Y | +86.4% | -35.6% | +122.1% | +103.0% |
| 5Y | +50.3% | -37.6% | +88.0% | +61.7% |
| All | +365.6% | -2.6% | +368.2% | +352.8% |
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 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