+112.5%
NET vs CLX
-34.6%
+147.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -7.0% | -9.2% | +2.3% | -6.6% |
| 30D | -4.8% | -11.0% | +6.3% | -4.3% |
| 3M | +3.8% | +5.0% | -1.2% | +3.6% |
| 6M | +50.0% | -18.8% | +68.9% | +52.6% |
| YTD | +41.5% | -4.4% | +45.9% | +41.1% |
| 1Y | +32.8% | -21.9% | +54.7% | +35.7% |
| 3Y | +335.9% | -32.8% | +368.6% | +346.3% |
| All | +112.5% | -34.6% | +147.1% | +97.2% |
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