+20.2%
CLF vs CLX
-6.5%
+26.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.7% | -14.9% | -9.1% |
| 7D | -7.9% | +14.2% | -22.1% | -8.2% |
| 30D | +5.2% | +22.7% | -17.4% | +3.9% |
| 3M | +4.3% | -2.8% | +7.1% | +6.1% |
| 6M | +25.3% | +17.7% | +7.6% | +22.9% |
| YTD | -3.3% | +3.3% | -6.7% | +2.2% |
| 1Y | +20.2% | -5.6% | +25.9% | +34.3% |
| All | +20.2% | -6.5% | +26.8% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling