-67.0%
SE vs CLX
-35.2%
-31.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +0.6% | -3.5% | +4.2% | +1.2% |
| 30D | -0.1% | -11.9% | +11.8% | +2.2% |
| 3M | +34.1% | -2.6% | +36.8% | +34.7% |
| 6M | +23.2% | -18.2% | +41.4% | +26.9% |
| YTD | -11.2% | -5.9% | -5.3% | -10.2% |
| 1Y | -40.5% | -23.8% | -16.7% | -37.8% |
| 3Y | +196.3% | -33.6% | +229.9% | +213.3% |
| 5Y | -67.0% | -35.7% | -31.4% | -67.9% |
| All | -67.0% | -35.2% | -31.9% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling