+499.2%
NOW vs CLX
+19.4%
+479.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -3.0% | +13.6% | -16.6% | -4.6% |
| 30D | -26.0% | +23.4% | -49.4% | -28.1% |
| 3M | -13.1% | -2.8% | -10.3% | -12.9% |
| 6M | +14.5% | +14.0% | +0.5% | +12.2% |
| YTD | -33.4% | +4.2% | -37.6% | -34.5% |
| 1Y | -40.6% | -1.2% | -39.5% | -41.1% |
| 3Y | -16.3% | -12.7% | -3.6% | -16.1% |
| 5Y | -26.3% | -26.5% | +0.2% | -25.3% |
| All | +499.2% | +19.4% | +479.8% | +424.3% |
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