+107.7%
CLX vs AMBA
+722.2%
-614.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.4% | +10.0% | +0.6% |
| 7D | +12.4% | -14.6% | +27.0% | +12.6% |
| 30D | +21.1% | -18.8% | +39.9% | +21.3% |
| 3M | -3.3% | -32.6% | +29.3% | -3.0% |
| 6M | +18.8% | -25.8% | +44.6% | +19.0% |
| YTD | +3.9% | -22.1% | +26.0% | +3.8% |
| 1Y | -3.8% | -36.2% | +32.4% | -3.7% |
| 3Y | -10.5% | +10.0% | -20.5% | -11.9% |
| 5Y | -26.7% | -71.6% | +44.9% | -27.2% |
| 10Y | +19.9% | -4.7% | +24.6% | +14.1% |
| All | +107.7% | +722.2% | -614.5% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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