+209.8%
RF vs CLX
+30.5%
+179.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.6% |
| 7D | +0.4% | +8.5% | -8.2% | -0.3% |
| 30D | +5.6% | +30.0% | -24.4% | +3.3% |
| 3M | -8.9% | +3.8% | -12.7% | -9.3% |
| 6M | +7.1% | +24.6% | -17.5% | +5.1% |
| YTD | +8.3% | +12.8% | -4.4% | +7.0% |
| 1Y | +16.8% | +8.6% | +8.2% | +15.6% |
| 3Y | +115.0% | -8.6% | +123.7% | +114.7% |
| 5Y | +46.4% | -21.8% | +68.2% | +45.3% |
| All | +209.8% | +30.5% | +179.3% | +201.1% |
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