-35.7%
CLX vs A
-14.2%
-21.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.1% |
| 7D | -3.5% | -2.1% | -1.5% | -3.2% |
| 30D | -11.9% | +0.6% | -12.5% | -12.0% |
| 3M | -2.6% | +10.9% | -13.5% | -4.4% |
| 6M | -18.2% | +28.2% | -46.3% | -22.0% |
| YTD | -5.9% | +8.6% | -14.5% | -7.7% |
| 1Y | -23.8% | +15.5% | -39.4% | -26.3% |
| 3Y | -33.6% | +31.8% | -65.4% | -38.6% |
| 5Y | -35.7% | -14.9% | -20.8% | -42.1% |
| All | -35.7% | -14.2% | -21.4% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling