+372.3%
SE vs CLX
+9.8%
+362.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | 0.0% | +13.6% | -13.6% | -2.5% |
| 30D | -19.4% | +29.1% | -48.4% | -23.5% |
| 3M | -33.1% | +1.6% | -34.7% | -33.4% |
| 6M | -11.4% | +18.7% | -30.2% | -14.7% |
| YTD | -39.8% | +11.1% | -50.9% | -41.3% |
| 1Y | -50.5% | +7.0% | -57.5% | -51.4% |
| 3Y | +68.9% | -10.0% | +78.9% | +69.1% |
| 5Y | -77.1% | -22.6% | -54.5% | -76.9% |
| All | +372.3% | +9.8% | +362.5% | +309.2% |
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