+119.2%
NDAQ vs CLX
-8.6%
+127.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | 0.0% | +7.8% | -7.8% | -1.3% |
| 30D | +16.3% | +28.5% | -12.2% | +11.3% |
| 3M | +15.8% | +1.3% | +14.5% | +14.9% |
| 6M | +24.8% | +23.4% | +1.5% | +19.9% |
| YTD | +14.1% | +11.4% | +2.7% | +10.1% |
| 1Y | +26.5% | +6.9% | +19.6% | +23.2% |
| All | +119.2% | -8.6% | +127.9% | +124.4% |
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