+68.4%
T vs CLX
-3.8%
+72.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | -3.1% | -4.9% | +1.8% | -2.0% |
| 30D | +4.6% | -15.8% | +20.4% | +8.6% |
| 3M | +12.2% | -7.9% | +20.2% | +14.1% |
| 6M | -6.5% | -19.0% | +12.6% | -2.5% |
| YTD | +4.9% | -7.9% | +12.8% | +5.9% |
| 1Y | -10.5% | -25.4% | +14.9% | -5.2% |
| 3Y | +104.6% | -35.0% | +139.6% | +122.2% |
| 5Y | +64.2% | -36.8% | +101.0% | +76.7% |
| 10Y | +68.4% | -1.4% | +69.9% | +47.1% |
| All | +68.4% | -3.8% | +72.3% | +47.1% |
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