+568.6%
SE vs CLX
-9.0%
+577.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.6% |
| 7D | -3.6% | -4.9% | +1.3% | -2.7% |
| 30D | -5.3% | -15.8% | +10.5% | -2.0% |
| 3M | +28.1% | -7.9% | +36.0% | +30.1% |
| 6M | +20.7% | -19.0% | +39.7% | +25.2% |
| YTD | -14.8% | -7.9% | -6.8% | -13.6% |
| 1Y | -43.6% | -25.4% | -18.2% | -40.5% |
| 3Y | +184.2% | -35.0% | +219.2% | +204.4% |
| 5Y | -66.3% | -36.8% | -29.5% | -64.5% |
| All | +568.6% | -9.0% | +577.5% | +502.2% |
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 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