-30.7%
OPEN vs CLX
-14.7%
-16.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.3% | -22.0% | -21.9% |
| 7D | -22.2% | +13.6% | -35.8% | -24.8% |
| 30D | -38.3% | +23.4% | -61.7% | -41.6% |
| 3M | -59.4% | -2.8% | -56.5% | -59.4% |
| 6M | -74.4% | +14.0% | -88.3% | -75.1% |
| YTD | -76.0% | +4.2% | -80.2% | -76.5% |
| 1Y | -78.7% | -1.2% | -77.5% | -78.9% |
| All | -30.7% | -14.7% | -16.0% | -35.3% |
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 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