+239.8%
RF vs CLX
+26.5%
+213.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +0.3% | +13.6% | -13.3% | -0.7% |
| 30D | +6.2% | +29.1% | -22.9% | +4.0% |
| 3M | -7.8% | +1.6% | -9.4% | -8.1% |
| 6M | +5.9% | +18.7% | -12.8% | +4.3% |
| YTD | +9.0% | +11.1% | -2.1% | +7.8% |
| 1Y | +19.3% | +7.0% | +12.3% | +18.1% |
| 3Y | +116.4% | -10.0% | +126.4% | +116.4% |
| 5Y | +46.0% | -22.6% | +68.7% | +45.2% |
| 10Y | +239.8% | +29.3% | +210.4% | +230.5% |
| All | +239.8% | +26.5% | +213.3% | +230.5% |
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