-17.5%
CLF vs CLX
-32.8%
+15.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | +7.6% | -9.2% | +16.8% | +8.6% |
| 30D | -1.2% | -11.0% | +9.9% | -0.1% |
| 3M | -13.4% | +5.0% | -18.4% | -13.9% |
| 6M | +15.4% | -18.8% | +34.2% | +18.6% |
| YTD | -5.9% | -4.4% | -1.5% | -4.5% |
| 1Y | +18.8% | -21.9% | +40.7% | +22.7% |
| All | -17.5% | -32.8% | +15.3% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling