+119.5%
RF vs CLX
-6.4%
+125.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +1.0% |
| 7D | +1.9% | +9.5% | -7.6% | +0.2% |
| 30D | +7.3% | +30.7% | -23.4% | +1.9% |
| 3M | -7.9% | +4.2% | -12.2% | -9.0% |
| 6M | +10.5% | +22.1% | -11.6% | +5.9% |
| YTD | +9.6% | +14.1% | -4.4% | +6.0% |
| 1Y | +20.3% | +10.3% | +10.0% | +16.9% |
| 3Y | +119.5% | -7.8% | +127.3% | +115.7% |
| All | +119.5% | -6.4% | +125.9% | +115.7% |
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 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