+55.2%
T vs CLX
-23.2%
+78.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +2.6% | +13.6% | -11.1% | -0.2% |
| 30D | -1.1% | +29.1% | -30.1% | -6.2% |
| 3M | -7.7% | +1.6% | -9.3% | -8.4% |
| 6M | -10.6% | +18.7% | -29.3% | -14.2% |
| YTD | -7.5% | +11.1% | -18.6% | -10.3% |
| 1Y | -7.4% | +7.0% | -14.4% | -9.6% |
| 3Y | +63.1% | -10.0% | +73.1% | +64.7% |
| 5Y | +55.2% | -22.6% | +77.8% | +60.9% |
| All | +55.2% | -23.2% | +78.4% | +60.9% |
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 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