-41.8%
CLF vs CLX
-20.8%
-20.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.3% |
| 7D | +10.4% | +9.5% | +0.9% | +9.3% |
| 30D | +0.6% | +30.7% | -30.1% | -2.8% |
| 3M | +4.1% | +4.2% | -0.1% | +4.0% |
| 6M | +15.1% | +22.1% | -7.0% | +12.0% |
| YTD | -4.7% | +14.1% | -18.8% | -6.1% |
| 1Y | +20.4% | +10.3% | +10.0% | +19.2% |
| 3Y | -23.4% | -7.8% | -15.6% | -23.2% |
| All | -41.8% | -20.8% | -20.9% | -39.3% |
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 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