+995.4%
TER vs CLX
+32.0%
+963.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.5% | -5.5% |
| 7D | +14.4% | +9.5% | +4.9% | +13.7% |
| 30D | -30.6% | +30.7% | -61.3% | -31.8% |
| 3M | -39.2% | +4.2% | -43.4% | -39.2% |
| 6M | -31.3% | +22.1% | -53.4% | -32.6% |
| YTD | +29.1% | +14.1% | +15.0% | +27.9% |
| 1Y | +47.4% | +10.3% | +37.1% | +46.6% |
| 3Y | +191.2% | -7.8% | +199.0% | +191.3% |
| 5Y | +74.0% | -20.8% | +94.8% | +75.3% |
| All | +995.4% | +32.0% | +963.4% | +879.2% |
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