-68.9%
U vs CLX
-37.2%
-31.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | 0.0% | -5.9% | +5.8% | +0.5% |
| 30D | -4.1% | -17.0% | +12.9% | -2.4% |
| 3M | +57.8% | -9.6% | +67.4% | +59.2% |
| 6M | +103.5% | -21.5% | +125.0% | +107.8% |
| YTD | -4.8% | -8.8% | +4.1% | -5.8% |
| 1Y | -2.4% | -24.7% | +22.3% | 0.0% |
| 3Y | +11.7% | -35.6% | +47.3% | +16.0% |
| 5Y | -68.9% | -37.6% | -31.2% | -70.7% |
| All | -68.9% | -37.2% | -31.7% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling