+340.4%
RF vs CLX
-4.4%
+344.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +1.3% | -9.2% | +10.6% | +2.0% |
| 30D | -3.6% | -11.0% | +7.4% | -2.8% |
| 3M | +8.1% | +5.0% | +3.0% | +7.7% |
| 6M | +11.5% | -18.8% | +30.3% | +12.7% |
| YTD | +15.6% | -4.4% | +20.0% | +15.8% |
| 1Y | +15.7% | -21.9% | +37.5% | +17.1% |
| 3Y | +86.9% | -32.8% | +119.6% | +89.3% |
| 5Y | +89.8% | -34.6% | +124.4% | +91.0% |
| All | +340.4% | -4.4% | +344.9% | +334.9% |
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