+1,381.0%
NET vs CLX
-21.2%
+1,402.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -3.0% |
| 7D | -16.4% | +14.2% | -30.5% | -17.2% |
| 30D | -25.8% | +22.7% | -48.5% | -27.1% |
| 3M | -11.5% | -2.8% | -8.8% | -11.3% |
| 6M | +18.9% | +17.7% | +1.2% | +16.9% |
| YTD | +35.2% | +3.3% | +31.9% | +34.0% |
| 1Y | +14.5% | -5.6% | +20.1% | +14.8% |
| 3Y | +313.8% | -11.0% | +324.8% | +312.7% |
| 5Y | +32.6% | -27.6% | +60.2% | +33.3% |
| All | +1,381.0% | -21.2% | +1,402.2% | +1,234.9% |
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