+162.2%
W vs CLX
-3.8%
+166.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.1% |
| 7D | +5.9% | -4.9% | +10.8% | +8.2% |
| 30D | -3.0% | -15.8% | +12.8% | +4.6% |
| 3M | +40.3% | -7.9% | +48.3% | +46.4% |
| 6M | +32.2% | -19.0% | +51.3% | +44.5% |
| YTD | -0.3% | -7.9% | +7.6% | +2.5% |
| 1Y | +16.2% | -25.4% | +41.5% | +30.0% |
| 3Y | +40.7% | -35.0% | +75.7% | +63.0% |
| 5Y | -62.3% | -36.8% | -25.6% | -57.1% |
| 10Y | +162.2% | -1.4% | +163.7% | +212.9% |
| All | +162.2% | -3.8% | +166.1% | +212.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling