+91.1%
CLX vs AMBA
+837.3%
-746.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -9.2% | -11.0% | +1.7% | -9.1% |
| 30D | -11.0% | -23.2% | +12.1% | -10.8% |
| 3M | +5.0% | -12.7% | +17.8% | +5.0% |
| 6M | -18.8% | +11.2% | -30.0% | -19.1% |
| YTD | -4.4% | -11.2% | +6.8% | -4.5% |
| 1Y | -21.9% | -22.5% | +0.7% | -21.9% |
| 3Y | -32.8% | -1.3% | -31.4% | -33.6% |
| 5Y | -34.6% | -54.2% | +19.6% | -35.3% |
| 10Y | -4.7% | -6.1% | +1.4% | -9.0% |
| All | +91.1% | +837.3% | -746.2% | +64.3% |
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