+116.3%
CLF vs CLX
-3.9%
+120.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | +6.5% | -3.5% | +10.0% | +6.8% |
| 30D | +0.2% | -11.9% | +12.1% | +1.3% |
| 3M | -3.1% | -2.6% | -0.5% | -2.9% |
| 6M | +25.0% | -18.2% | +43.2% | +27.0% |
| YTD | -7.5% | -5.9% | -1.6% | -6.9% |
| 1Y | +11.5% | -23.8% | +35.4% | +13.9% |
| 3Y | -13.7% | -33.6% | +19.9% | -11.4% |
| 5Y | -47.0% | -35.7% | -11.3% | -45.9% |
| 10Y | +116.3% | -2.5% | +118.8% | +132.5% |
| All | +116.3% | -3.9% | +120.2% | +132.5% |
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