+272.5%
RF vs CLX
+19.4%
+253.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -0.9% | +13.6% | -14.5% | -1.9% |
| 30D | +6.0% | +23.4% | -17.3% | +4.3% |
| 3M | -8.9% | -2.8% | -6.1% | -8.8% |
| 6M | +2.3% | +14.0% | -11.6% | +1.2% |
| YTD | +7.6% | +4.2% | +3.4% | +6.9% |
| 1Y | +21.2% | -1.2% | +22.3% | +20.8% |
| 3Y | +108.5% | -12.7% | +121.2% | +109.3% |
| 5Y | +43.2% | -26.5% | +69.7% | +43.1% |
| All | +272.5% | +19.4% | +253.1% | +287.7% |
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