+5,261.3%
O vs CLX
+1,835.2%
+3,426.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -0.4% | +8.5% | -8.9% | -2.3% |
| 30D | +8.3% | +30.0% | -21.7% | +1.7% |
| 3M | -4.0% | +3.8% | -7.8% | -5.0% |
| 6M | -2.6% | +24.6% | -27.3% | -8.1% |
| YTD | +9.9% | +12.8% | -2.9% | +5.8% |
| 1Y | +9.8% | +8.6% | +1.2% | +6.6% |
| 3Y | +39.7% | -8.6% | +48.4% | +40.3% |
| 5Y | +9.2% | -21.8% | +30.9% | +11.6% |
| 10Y | +81.5% | +30.4% | +51.1% | +58.7% |
| All | +5,261.3% | +1,835.2% | +3,426.0% | +3,022.6% |
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 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