-72.2%
OPEN vs CLX
-48.4%
-23.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -2.9% | -4.9% | +2.0% | -2.1% |
| 30D | -13.8% | -15.8% | +2.0% | -11.2% |
| 3M | -30.9% | -7.9% | -22.9% | -29.9% |
| 6M | -40.9% | -19.0% | -21.9% | -38.9% |
| YTD | -48.5% | -7.9% | -40.6% | -48.1% |
| 1Y | -50.9% | -25.4% | -25.5% | -48.5% |
| 3Y | -20.6% | -35.0% | +14.4% | -16.9% |
| 5Y | -84.2% | -36.8% | -47.4% | -84.3% |
| All | -72.2% | -48.4% | -23.8% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling