+29.3%
CLX vs A
+312.5%
-283.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +13.6% | +1.4% | +12.3% | +13.4% |
| 30D | +29.1% | +4.3% | +24.8% | +28.1% |
| 3M | +1.6% | +19.8% | -18.2% | -1.6% |
| 6M | +18.7% | +54.4% | -35.7% | +9.7% |
| YTD | +11.1% | +31.7% | -20.6% | +5.3% |
| 1Y | +7.0% | +22.4% | -15.4% | +2.7% |
| 3Y | -10.0% | +67.7% | -77.7% | -19.5% |
| 5Y | -22.6% | +15.7% | -38.4% | -27.5% |
| 10Y | +29.3% | +308.7% | -279.4% | -3.3% |
| All | +29.3% | +312.5% | -283.1% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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