-51.4%
CLF vs CLX
-26.4%
-25.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -19.6% | +13.6% | -33.2% | -20.8% |
| 30D | -5.0% | +23.4% | -28.3% | -7.6% |
| 3M | -6.3% | -2.8% | -3.5% | -5.8% |
| 6M | +2.8% | +14.0% | -11.2% | +0.6% |
| YTD | -13.7% | +4.2% | -17.9% | -14.0% |
| 1Y | +13.6% | -1.2% | +14.7% | +14.0% |
| 3Y | -34.0% | -12.7% | -21.3% | -33.6% |
| All | -51.4% | -26.4% | -25.0% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling