+6.8%
NOW vs CLX
-34.6%
+41.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -2.4% | -9.2% | +6.9% | -2.0% |
| 30D | +20.5% | -11.0% | +31.6% | +21.1% |
| 3M | +18.3% | +5.0% | +13.3% | +18.5% |
| 6M | +24.1% | -18.8% | +42.9% | +25.7% |
| YTD | -7.8% | -4.4% | -3.4% | -8.1% |
| 1Y | -21.4% | -21.9% | +0.5% | -20.3% |
| 3Y | +19.5% | -32.8% | +52.3% | +22.1% |
| All | +6.8% | -34.6% | +41.5% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling