+13.5%
U vs CLX
-34.1%
+47.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | +4.5% | -3.5% | +8.0% | +4.8% |
| 30D | -0.6% | -11.9% | +11.3% | +0.5% |
| 3M | +48.4% | -2.6% | +51.1% | +49.0% |
| 6M | +115.4% | -18.2% | +133.5% | +118.8% |
| YTD | -3.2% | -5.9% | +2.7% | -6.3% |
| 1Y | -6.0% | -23.8% | +17.8% | -2.4% |
| 3Y | +13.5% | -33.6% | +47.0% | +16.0% |
| All | +13.5% | -34.1% | +47.6% | +16.0% |
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