+172.8%
W vs CLX
-10.0%
+182.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +2.0% |
| 7D | +3.3% | +17.4% | -14.1% | -3.9% |
| 30D | +10.5% | +27.8% | -17.2% | -1.1% |
| 3M | +9.6% | +3.0% | +6.6% | +7.8% |
| 6M | +76.4% | +17.5% | +58.9% | +66.5% |
| YTD | +16.4% | +10.0% | +6.4% | +9.5% |
| 1Y | +9.3% | +3.3% | +6.1% | +4.6% |
| 3Y | +172.8% | -10.1% | +182.9% | +151.2% |
| All | +172.8% | -10.0% | +182.8% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling