+382.4%
CLX vs A
+557.8%
-175.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +13.6% | +1.4% | +12.3% | +13.5% |
| 30D | +29.1% | +4.3% | +24.8% | +28.5% |
| 3M | +1.6% | +19.8% | -18.2% | -0.2% |
| 6M | +18.7% | +54.4% | -35.7% | +13.5% |
| YTD | +11.1% | +31.7% | -20.6% | +7.8% |
| 1Y | +7.0% | +22.4% | -15.4% | +4.5% |
| 3Y | -10.0% | +67.7% | -77.7% | -15.2% |
| 5Y | -22.6% | +15.7% | -38.4% | -25.1% |
| 10Y | +29.3% | +308.7% | -279.4% | +11.1% |
| All | +382.4% | +557.8% | -175.3% | +292.8% |
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