+230.9%
SPOT vs CLX
-35.7%
+266.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -6.9% | -5.9% | -1.0% | -6.8% |
| 30D | +4.1% | -17.0% | +21.2% | +4.2% |
| 3M | +3.7% | -9.6% | +13.3% | +3.7% |
| 6M | -1.6% | -21.5% | +19.9% | -2.9% |
| YTD | -10.2% | -8.8% | -1.3% | -9.9% |
| 1Y | -25.9% | -24.7% | -1.2% | -26.9% |
| All | +230.9% | -35.7% | +266.6% | +249.4% |
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 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