+63.1%
T vs CLX
-9.6%
+72.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +2.6% | +13.6% | -11.1% | -0.3% |
| 30D | -1.1% | +29.1% | -30.1% | -6.4% |
| 3M | -7.7% | +1.6% | -9.3% | -8.6% |
| 6M | -10.6% | +18.7% | -29.3% | -14.3% |
| YTD | -7.5% | +11.1% | -18.6% | -10.6% |
| 1Y | -7.4% | +7.0% | -14.4% | -9.8% |
| 3Y | +63.1% | -10.0% | +73.1% | +70.9% |
| All | +63.1% | -9.6% | +72.6% | +70.9% |
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 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