+87.5%
CLF vs CLX
+29.7%
+57.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.2% |
| 7D | +2.3% | +7.8% | -5.4% | +1.9% |
| 30D | +1.9% | +28.5% | -26.6% | +0.3% |
| 3M | +5.9% | +1.3% | +4.6% | +6.0% |
| 6M | +16.9% | +23.4% | -6.5% | +15.2% |
| YTD | -1.1% | +11.4% | -12.4% | -1.5% |
| 1Y | +28.8% | +6.9% | +21.9% | +28.6% |
| 3Y | -20.6% | -9.8% | -10.8% | -20.2% |
| 5Y | -41.5% | -22.7% | -18.8% | -41.1% |
| 10Y | +87.5% | +28.7% | +58.8% | +108.8% |
| All | +87.5% | +29.7% | +57.9% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling