+1,872.1%
T vs CLX
+2,386.6%
-514.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -1.3% | -9.2% | +8.0% | +1.3% |
| 30D | +11.4% | -11.0% | +22.4% | +14.9% |
| 3M | +14.3% | +5.0% | +9.3% | +12.4% |
| 6M | -9.3% | -18.8% | +9.6% | -4.8% |
| YTD | +7.1% | -4.4% | +11.5% | +7.3% |
| 1Y | -9.1% | -21.9% | +12.8% | -3.9% |
| 3Y | +105.3% | -32.8% | +138.1% | +123.8% |
| 5Y | +66.8% | -34.6% | +101.4% | +79.8% |
| 10Y | +66.8% | -4.7% | +71.5% | +55.6% |
| All | +1,872.1% | +2,386.6% | -514.5% | +643.3% |
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