+1,622.6%
T vs CLX
+2,867.3%
-1,244.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +2.5% | +9.5% | -7.0% | 0.0% |
| 30D | -3.8% | +30.7% | -34.5% | -10.6% |
| 3M | -8.7% | +4.2% | -13.0% | -10.0% |
| 6M | -8.1% | +22.1% | -30.2% | -13.5% |
| YTD | -6.4% | +14.1% | -20.5% | -10.9% |
| 1Y | -9.8% | +10.3% | -20.1% | -13.3% |
| 3Y | +65.5% | -7.8% | +73.3% | +65.5% |
| 5Y | +57.0% | -20.8% | +77.8% | +60.4% |
| 10Y | +60.8% | +31.9% | +28.9% | +36.7% |
| All | +1,622.6% | +2,867.3% | -1,244.7% | +517.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling