+5.1%
W vs CLX
+9.5%
-4.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.3% |
| 7D | +0.2% | +9.5% | -9.3% | -5.5% |
| 30D | +6.8% | +30.7% | -23.9% | -9.9% |
| 3M | +10.7% | +4.2% | +6.4% | +7.6% |
| 6M | +86.3% | +22.1% | +64.2% | +68.9% |
| YTD | +11.5% | +14.1% | -2.6% | -8.8% |
| 1Y | +5.1% | +10.3% | -5.2% | -11.2% |
| All | +5.1% | +9.5% | -4.4% | -11.2% |
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