+14,183.4%
TER vs CLX
+2,386.6%
+11,796.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | +0.6% | -9.2% | +9.9% | +3.1% |
| 30D | -8.3% | -11.0% | +2.8% | -5.7% |
| 3M | -12.2% | +5.0% | -17.3% | -14.4% |
| 6M | +17.1% | -18.8% | +35.9% | +22.0% |
| YTD | +84.7% | -4.4% | +89.1% | +84.4% |
| 1Y | +199.9% | -21.9% | +221.8% | +213.8% |
| 3Y | +232.8% | -32.8% | +265.5% | +256.5% |
| 5Y | +198.6% | -34.6% | +233.1% | +215.5% |
| 10Y | +1,669.7% | -4.7% | +1,674.4% | +1,494.6% |
| All | +14,183.4% | +2,386.6% | +11,796.8% | +5,799.9% |
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