+163.6%
W vs CLX
+38.3%
+125.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | +37.2% | +5.0% | +32.1% | +35.4% |
| 6M | +26.3% | -18.8% | +45.1% | +37.4% |
| YTD | -1.0% | -4.4% | +3.4% | +0.2% |
| 1Y | +20.1% | -21.9% | +41.9% | +31.5% |
| 3Y | +37.8% | -32.8% | +70.5% | +56.8% |
| 5Y | -63.7% | -34.6% | -29.1% | -59.3% |
| 10Y | +156.3% | -4.7% | +161.0% | +173.6% |
| All | +163.6% | +38.3% | +125.3% | +94.3% |
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