+68.9%
NI vs CLX
-35.1%
+104.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.2% |
| 7D | +1.3% | -4.9% | +6.2% | +2.0% |
| 30D | -0.3% | -15.8% | +15.6% | +2.3% |
| 3M | -9.5% | -7.9% | -1.5% | -8.6% |
| 6M | -10.2% | -19.0% | +8.8% | -7.3% |
| YTD | +1.8% | -7.9% | +9.7% | +2.0% |
| 1Y | +5.7% | -25.4% | +31.0% | +10.7% |
| All | +68.9% | -35.1% | +104.0% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling