+24.3%
W vs CLX
-6.5%
+30.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.7% | +5.3% | +7.4% |
| 7D | +8.4% | +14.2% | -5.8% | 0.0% |
| 30D | +16.5% | +22.7% | -6.2% | +2.5% |
| 3M | +6.4% | -2.8% | +9.2% | +8.1% |
| 6M | +90.5% | +17.7% | +72.8% | +82.4% |
| YTD | +23.1% | +3.3% | +19.7% | +9.2% |
| 1Y | +24.3% | -5.6% | +29.9% | +20.3% |
| All | +24.3% | -6.5% | +30.8% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling