+2,327.9%
NDAQ vs CLX
+349.3%
+1,978.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.4% |
| 7D | -2.4% | -9.2% | +6.8% | +1.1% |
| 30D | +2.5% | -11.0% | +13.5% | +6.9% |
| 3M | +9.9% | +5.0% | +4.9% | +7.3% |
| 6M | +9.4% | -18.8% | +28.2% | +17.0% |
| YTD | +0.4% | -4.4% | +4.8% | +0.2% |
| 1Y | +4.0% | -21.9% | +25.9% | +12.0% |
| 3Y | +94.4% | -32.8% | +127.1% | +118.7% |
| 5Y | +56.7% | -34.6% | +91.3% | +72.0% |
| 10Y | +375.3% | -4.7% | +380.0% | +303.0% |
| All | +2,327.9% | +349.3% | +1,978.6% | +893.8% |
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 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