+203.4%
W vs CLX
+61.2%
+142.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -7.4% | +7.8% | -15.2% | -10.4% |
| 30D | +7.8% | +28.5% | -20.7% | -3.4% |
| 3M | +10.9% | +1.3% | +9.6% | +10.1% |
| 6M | +86.4% | +23.4% | +63.1% | +71.6% |
| YTD | +14.0% | +11.4% | +2.6% | +7.8% |
| 1Y | +3.5% | +6.9% | -3.4% | -0.5% |
| 3Y | +164.8% | -9.8% | +174.5% | +165.6% |
| 5Y | -53.1% | -22.7% | -30.4% | -51.1% |
| 10Y | +220.4% | +28.7% | +191.7% | +207.4% |
| All | +203.4% | +61.2% | +142.2% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling