+140.2%
NI vs CLX
-3.7%
+143.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | 0.0% | -5.7% | +5.7% | +1.4% |
| 30D | -1.4% | -17.0% | +15.6% | +3.0% |
| 3M | -10.6% | -9.7% | -0.9% | -8.8% |
| 6M | -9.3% | -19.8% | +10.5% | -5.0% |
| YTD | +1.1% | -9.8% | +11.0% | +2.4% |
| 1Y | +3.4% | -26.2% | +29.5% | +10.2% |
| 3Y | +67.9% | -36.2% | +104.1% | +84.2% |
| 5Y | +98.0% | -38.3% | +136.3% | +114.7% |
| All | +140.2% | -3.7% | +143.8% | +106.1% |
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