+115.3%
SPOT vs CLX
-38.5%
+153.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | -3.1% | -5.7% | +2.6% | -2.7% |
| 30D | +7.4% | -17.0% | +24.4% | +8.7% |
| 3M | +8.2% | -9.7% | +17.9% | +8.8% |
| 6M | +2.2% | -19.8% | +22.0% | +3.2% |
| YTD | -9.5% | -9.8% | +0.4% | -9.0% |
| 1Y | -23.8% | -26.2% | +2.3% | -22.8% |
| 3Y | +233.5% | -36.2% | +269.7% | +239.1% |
| All | +115.3% | -38.5% | +153.8% | +108.2% |
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