+352.4%
CLX vs A
+546.2%
-193.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +0.1% |
| 7D | +13.6% | -0.1% | +13.7% | +13.6% |
| 30D | +23.4% | +3.4% | +20.0% | +22.9% |
| 3M | -2.8% | +23.8% | -26.7% | -4.9% |
| 6M | +14.0% | +49.0% | -35.0% | +9.4% |
| YTD | +4.2% | +29.4% | -25.2% | +1.2% |
| 1Y | -1.2% | +19.4% | -20.5% | -3.3% |
| 3Y | -12.7% | +66.2% | -78.9% | -17.7% |
| 5Y | -26.5% | +15.8% | -42.3% | -28.8% |
| 10Y | +20.2% | +326.1% | -305.9% | +2.9% |
| All | +352.4% | +546.2% | -193.9% | +268.9% |
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