+30.3%
O vs CLX
-34.1%
+64.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -0.6% | -3.5% | +3.0% | +0.3% |
| 30D | -2.0% | -11.9% | +9.9% | +0.9% |
| 3M | +3.0% | -2.6% | +5.6% | +3.3% |
| 6M | -3.6% | -18.2% | +14.5% | +1.0% |
| YTD | +12.1% | -5.9% | +18.0% | +12.6% |
| 1Y | +8.9% | -23.8% | +32.7% | +16.3% |
| 3Y | +30.3% | -33.6% | +63.9% | +33.6% |
| All | +30.3% | -34.1% | +64.5% | +33.6% |
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