+5,289.3%
O vs CLX
+1,811.3%
+3,478.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.6% | +7.8% | -7.2% | -1.2% |
| 30D | +9.4% | +28.5% | -19.1% | +3.1% |
| 3M | -2.4% | +1.3% | -3.7% | -2.9% |
| 6M | -1.9% | +23.4% | -25.2% | -7.1% |
| YTD | +10.5% | +11.4% | -0.9% | +6.6% |
| 1Y | +10.0% | +6.9% | +3.1% | +7.1% |
| 3Y | +40.5% | -9.8% | +50.2% | +41.5% |
| 5Y | +10.2% | -22.7% | +32.9% | +13.0% |
| 10Y | +82.5% | +28.7% | +53.7% | +60.0% |
| All | +5,289.3% | +1,811.3% | +3,478.1% | +3,048.2% |
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