+106.5%
CLX vs AMCR
+106.4%
+0.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -9.2% | -1.9% | -7.4% | -9.0% |
| 30D | -11.0% | -4.1% | -7.0% | -10.5% |
| 3M | +5.0% | +21.7% | -16.6% | +2.3% |
| 6M | -18.8% | +1.5% | -20.3% | -19.2% |
| YTD | -4.4% | +13.1% | -17.5% | -6.0% |
| 1Y | -21.9% | +16.5% | -38.4% | -23.4% |
| 3Y | -32.8% | +10.3% | -43.0% | -34.0% |
| 5Y | -34.6% | -7.7% | -26.9% | -34.9% |
| 10Y | -4.7% | +24.6% | -29.3% | -7.8% |
| All | +106.5% | +106.4% | +0.1% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling