+2,926.4%
V vs CLX
+188.2%
+2,738.2%
-51.9%
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% | -0.6% |
| 7D | -1.7% | -9.2% | +7.5% | +1.2% |
| 30D | +2.0% | -11.0% | +13.0% | +5.6% |
| 3M | +17.4% | +5.0% | +12.3% | +15.2% |
| 6M | +17.5% | -18.8% | +36.3% | +24.2% |
| YTD | +7.6% | -4.4% | +12.0% | +7.4% |
| 1Y | +7.7% | -21.9% | +29.6% | +14.7% |
| 3Y | +54.7% | -32.8% | +87.4% | +70.8% |
| 5Y | +73.0% | -34.6% | +107.6% | +87.7% |
| 10Y | +390.9% | -4.7% | +395.5% | +298.3% |
| All | +2,926.4% | +188.2% | +2,738.2% | +1,056.9% |
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