+66.2%
NDAQ vs CLX
-20.8%
+87.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.4% |
| 7D | +1.3% | +9.5% | -8.2% | -0.4% |
| 30D | +18.0% | +30.7% | -12.7% | +12.4% |
| 3M | +11.5% | +4.2% | +7.3% | +10.3% |
| 6M | +21.1% | +22.1% | -1.0% | +16.3% |
| YTD | +12.8% | +14.1% | -1.3% | +8.9% |
| 1Y | +25.7% | +10.3% | +15.4% | +22.1% |
| 3Y | +116.8% | -7.8% | +124.6% | +117.6% |
| All | +66.2% | -20.8% | +87.1% | +66.4% |
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 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