-39.0%
U vs CLX
-44.7%
+5.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -3.8% | -9.2% | +5.4% | -2.4% |
| 30D | +17.5% | -11.0% | +28.5% | +19.4% |
| 3M | +38.7% | +5.0% | +33.7% | +37.9% |
| 6M | +104.4% | -18.8% | +123.2% | +110.2% |
| YTD | -5.7% | -4.4% | -1.3% | -7.1% |
| 1Y | +3.7% | -21.9% | +25.5% | +7.0% |
| 3Y | +12.3% | -32.8% | +45.1% | +18.5% |
| 5Y | -68.8% | -34.6% | -34.3% | -68.4% |
| All | -39.0% | -44.7% | +5.7% | -29.6% |
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