+3.7%
U vs CLX
-20.9%
+24.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.3% |
| 7D | -3.8% | -9.2% | +5.4% | -6.0% |
| 30D | +17.5% | -11.0% | +28.5% | +14.3% |
| 3M | +38.7% | +5.0% | +33.7% | +43.6% |
| 6M | +104.4% | -18.8% | +123.2% | +76.1% |
| YTD | -5.7% | -4.4% | -1.3% | -11.5% |
| 1Y | +3.7% | -21.9% | +25.5% | -0.3% |
| All | +3.7% | -20.9% | +24.5% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling