-50.5%
SE vs CLX
+4.7%
-55.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | 0.0% | +13.6% | -13.6% | -3.3% |
| 30D | -19.4% | +29.1% | -48.4% | -24.4% |
| 3M | -33.1% | +1.6% | -34.7% | -33.7% |
| 6M | -11.4% | +18.7% | -30.2% | -15.0% |
| YTD | -39.8% | +11.1% | -50.9% | -35.2% |
| 1Y | -50.5% | +7.0% | -57.5% | -46.5% |
| All | -50.5% | +4.7% | -55.1% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling