+40.1%
W vs CLX
-32.3%
+72.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.1% |
| 7D | -4.2% | -9.2% | +5.1% | +0.1% |
| 30D | -7.6% | -11.0% | +3.5% | -2.6% |
| 3M | +37.2% | +5.0% | +32.1% | +36.7% |
| 6M | +26.3% | -18.8% | +45.1% | +35.1% |
| YTD | -1.0% | -4.4% | +3.4% | -0.5% |
| 1Y | +20.1% | -21.9% | +41.9% | +28.8% |
| All | +40.1% | -32.3% | +72.4% | +65.8% |
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