+9,717.5%
TER vs CLX
+2,789.7%
+6,927.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.5% |
| 7D | -8.9% | +13.6% | -22.5% | -11.7% |
| 30D | -39.1% | +29.1% | -68.1% | -43.0% |
| 3M | -32.8% | +1.6% | -34.3% | -33.4% |
| 6M | -31.7% | +18.7% | -50.5% | -35.7% |
| YTD | +26.9% | +11.1% | +15.8% | +21.5% |
| 1Y | +33.6% | +7.0% | +26.6% | +28.9% |
| 3Y | +181.5% | -10.0% | +191.5% | +178.3% |
| 5Y | +76.1% | -22.6% | +98.8% | +77.6% |
| 10Y | +1,006.2% | +29.3% | +976.9% | +809.7% |
| All | +9,717.5% | +2,789.7% | +6,927.8% | +3,787.3% |
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