+5,059.0%
NI vs CLX
+2,386.6%
+2,672.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +2.0% | -9.2% | +11.3% | +4.1% |
| 30D | -3.5% | -11.0% | +7.5% | -1.2% |
| 3M | -9.1% | +5.0% | -14.2% | -10.4% |
| 6M | -11.8% | -18.8% | +7.0% | -8.5% |
| YTD | +1.1% | -4.4% | +5.5% | +1.1% |
| 1Y | +6.7% | -21.9% | +28.6% | +11.3% |
| 3Y | +71.1% | -32.8% | +103.8% | +82.8% |
| 5Y | +94.3% | -34.6% | +128.9% | +105.9% |
| 10Y | +135.8% | -4.7% | +140.5% | +126.9% |
| All | +5,059.0% | +2,386.6% | +2,672.4% | +2,785.1% |
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 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