+1,407.5%
RF vs CLX
+2,602.7%
-1,195.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.3% |
| 7D | -1.6% | +12.4% | -14.1% | -4.9% |
| 30D | +5.0% | +21.1% | -16.1% | -0.7% |
| 3M | -10.0% | -3.3% | -6.7% | -9.4% |
| 6M | +3.3% | +18.8% | -15.5% | -2.3% |
| YTD | +7.9% | +3.9% | +4.0% | +5.5% |
| 1Y | +21.2% | -3.8% | +25.1% | +21.0% |
| 3Y | +105.8% | -10.5% | +116.3% | +106.8% |
| 5Y | +43.7% | -26.7% | +70.4% | +49.3% |
| 10Y | +289.4% | +19.9% | +269.5% | +214.8% |
| All | +1,407.5% | +2,602.7% | -1,195.2% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling