+151.8%
TER vs CLX
-10.2%
+162.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -20.5% | +13.6% | -34.1% | -18.6% |
| 30D | -47.0% | +23.4% | -70.4% | -45.0% |
| 3M | -43.3% | -2.8% | -40.4% | -42.7% |
| 6M | -42.9% | +14.0% | -56.9% | -41.5% |
| YTD | +12.9% | +4.2% | +8.7% | +17.6% |
| 1Y | +18.2% | -1.2% | +19.3% | +22.3% |
| 3Y | +151.8% | -12.7% | +164.5% | +148.8% |
| All | +151.8% | -10.2% | +162.0% | +148.8% |
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