+1,449.6%
NET vs CLX
-27.1%
+1,476.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -7.0% | -9.2% | +2.3% | -6.2% |
| 30D | -4.8% | -11.0% | +6.3% | -3.8% |
| 3M | +3.8% | +5.0% | -1.2% | +3.3% |
| 6M | +50.0% | -18.8% | +68.9% | +53.2% |
| YTD | +41.5% | -4.4% | +45.9% | +41.1% |
| 1Y | +32.8% | -21.9% | +54.7% | +36.2% |
| 3Y | +335.9% | -32.8% | +368.6% | +351.5% |
| 5Y | +113.8% | -34.6% | +148.4% | +117.0% |
| All | +1,449.6% | -27.1% | +1,476.7% | +1,305.9% |
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 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