-34.0%
CLX vs AMC
-99.4%
+65.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.3% |
| 7D | -9.2% | +2.3% | -11.6% | -9.2% |
| 30D | -11.0% | -0.7% | -10.3% | -11.1% |
| 3M | +5.0% | +35.2% | -30.2% | +4.8% |
| 6M | -18.8% | +124.6% | -143.4% | -19.1% |
| YTD | -4.4% | +69.9% | -74.3% | -4.7% |
| 1Y | -21.9% | -2.6% | -19.3% | -22.1% |
| 3Y | -32.8% | -79.8% | +47.0% | -32.5% |
| All | -34.0% | -99.4% | +65.4% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling