-62.1%
W vs CLX
-35.2%
-27.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.4% |
| 7D | +6.5% | -3.5% | +10.0% | +8.6% |
| 30D | -6.2% | -11.9% | +5.6% | +0.5% |
| 3M | +48.9% | -2.6% | +51.5% | +52.5% |
| 6M | +31.2% | -18.2% | +49.4% | +45.4% |
| YTD | -0.4% | -5.9% | +5.5% | +1.3% |
| 1Y | +14.8% | -23.8% | +38.7% | +30.5% |
| 3Y | +40.5% | -33.6% | +74.1% | +66.1% |
| 5Y | -62.1% | -35.7% | -26.5% | -60.8% |
| All | -62.1% | -35.2% | -27.0% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling