+363.5%
SE vs CLX
+12.8%
+350.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.9% |
| 7D | -0.5% | +9.5% | -10.0% | -2.3% |
| 30D | -20.9% | +30.7% | -51.6% | -25.1% |
| 3M | -38.9% | +4.2% | -43.1% | -39.5% |
| 6M | -19.4% | +22.1% | -41.5% | -22.8% |
| YTD | -40.9% | +14.1% | -55.0% | -42.7% |
| 1Y | -46.2% | +10.3% | -56.5% | -47.5% |
| 3Y | +63.7% | -7.8% | +71.5% | +63.1% |
| 5Y | -77.9% | -20.8% | -57.1% | -77.8% |
| All | +363.5% | +12.8% | +350.7% | +299.4% |
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 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