-18.8%
OPEN vs CLX
-34.1%
+15.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.1% |
| 7D | +1.0% | -3.5% | +4.5% | +2.0% |
| 30D | -11.9% | -11.9% | 0.0% | -8.6% |
| 3M | -28.8% | -2.6% | -26.2% | -28.1% |
| 6M | -38.6% | -18.2% | -20.4% | -34.7% |
| YTD | -47.3% | -5.9% | -41.4% | -47.2% |
| 1Y | -49.2% | -23.8% | -25.3% | -44.4% |
| 3Y | -18.8% | -33.6% | +14.8% | -19.3% |
| All | -18.8% | -34.1% | +15.4% | -19.3% |
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