+252.8%
SPOT vs CLX
-11.3%
+264.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | -3.1% | -5.7% | +2.6% | -2.8% |
| 30D | +7.4% | -17.0% | +24.4% | +8.4% |
| 3M | +8.2% | -9.7% | +17.9% | +8.7% |
| 6M | +2.2% | -19.8% | +22.0% | +3.0% |
| YTD | -9.5% | -9.8% | +0.4% | -9.1% |
| 1Y | -23.8% | -26.2% | +2.3% | -23.0% |
| 3Y | +233.5% | -36.2% | +269.7% | +238.0% |
| 5Y | +112.2% | -38.3% | +150.5% | +112.6% |
| All | +252.8% | -11.3% | +264.2% | +292.1% |
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