+29.3%
CLX vs AME
+438.4%
-409.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +13.6% | -4.1% | +17.8% | +14.4% |
| 30D | +29.1% | -4.1% | +33.2% | +29.8% |
| 3M | +1.6% | -5.6% | +7.2% | +2.4% |
| 6M | +18.7% | +2.8% | +15.9% | +17.6% |
| YTD | +11.1% | +16.6% | -5.5% | +7.6% |
| 1Y | +7.0% | +21.1% | -14.1% | +2.9% |
| 3Y | -10.0% | +61.1% | -71.1% | -18.4% |
| 5Y | -22.6% | +76.6% | -99.2% | -31.5% |
| 10Y | +29.3% | +431.3% | -402.0% | +1.7% |
| All | +29.3% | +438.4% | -409.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling