-26.6%
U vs CLX
-34.8%
+8.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +2.8% | +8.5% | -5.7% | +1.5% |
| 30D | +7.6% | +30.0% | -22.4% | +3.4% |
| 3M | +12.7% | +3.8% | +8.9% | +11.8% |
| 6M | +87.0% | +24.6% | +62.3% | +80.7% |
| YTD | +13.6% | +12.8% | +0.8% | +9.1% |
| 1Y | +25.3% | +8.6% | +16.7% | +21.1% |
| 3Y | +85.8% | -8.6% | +94.4% | +86.1% |
| 5Y | -74.5% | -21.8% | -52.7% | -74.9% |
| All | -26.6% | -34.8% | +8.2% | -17.4% |
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