+1,514.2%
RF vs CLX
+2,386.6%
-872.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +1.3% | -9.2% | +10.6% | +4.1% |
| 30D | -3.6% | -11.0% | +7.4% | -0.4% |
| 3M | +8.1% | +5.0% | +3.0% | +6.2% |
| 6M | +11.5% | -18.8% | +30.3% | +17.4% |
| YTD | +15.6% | -4.4% | +20.0% | +15.9% |
| 1Y | +15.7% | -21.9% | +37.5% | +22.7% |
| 3Y | +86.9% | -32.8% | +119.6% | +104.2% |
| 5Y | +89.8% | -34.6% | +124.4% | +104.1% |
| 10Y | +344.7% | -4.7% | +349.4% | +289.1% |
| All | +1,514.2% | +2,386.6% | -872.4% | +564.2% |
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