+15.3%
O vs CLX
-37.0%
+52.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -2.3% | -4.9% | +2.7% | -1.2% |
| 30D | -2.4% | -15.8% | +13.4% | +1.0% |
| 3M | -0.6% | -7.9% | +7.3% | +0.9% |
| 6M | -5.0% | -19.0% | +14.1% | -1.2% |
| YTD | +10.4% | -7.9% | +18.3% | +11.5% |
| 1Y | +6.6% | -25.4% | +31.9% | +12.6% |
| 3Y | +28.4% | -35.0% | +63.4% | +38.2% |
| 5Y | +15.3% | -36.8% | +52.0% | +21.0% |
| All | +15.3% | -37.0% | +52.3% | +21.0% |
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