+315.1%
CLX vs A
+457.0%
-141.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -9.2% | -1.9% | -7.3% | -9.1% |
| 30D | -11.0% | +6.9% | -18.0% | -11.6% |
| 3M | +5.0% | +9.2% | -4.2% | +4.1% |
| 6M | -18.8% | +25.7% | -44.5% | -20.8% |
| YTD | -4.4% | +11.5% | -15.9% | -5.7% |
| 1Y | -21.9% | +18.4% | -40.2% | -23.4% |
| 3Y | -32.8% | +26.6% | -59.4% | -34.9% |
| 5Y | -34.6% | -12.8% | -21.7% | -35.0% |
| 10Y | -4.7% | +247.2% | -251.9% | -16.8% |
| All | +315.1% | +457.0% | -141.9% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling