+73.7%
SE vs CLX
-14.7%
+88.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +2.0% | +13.6% | -11.6% | 0.0% |
| 30D | -20.0% | +23.4% | -43.4% | -22.5% |
| 3M | -31.8% | -2.8% | -28.9% | -31.7% |
| 6M | -15.9% | +14.0% | -29.9% | -17.3% |
| YTD | -40.6% | +4.2% | -44.8% | -40.4% |
| 1Y | -50.7% | -1.2% | -49.5% | -50.3% |
| All | +73.7% | -14.7% | +88.4% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling