-12.7%
CLX vs AME
+62.2%
-74.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | -0.2% |
| 7D | +13.6% | -5.2% | +18.8% | +14.4% |
| 30D | +23.4% | -8.0% | +31.4% | +24.8% |
| 3M | -2.8% | -8.9% | +6.1% | -1.6% |
| 6M | +14.0% | -5.0% | +19.0% | +14.4% |
| YTD | +4.2% | +11.9% | -7.7% | +1.4% |
| 1Y | -1.2% | +16.6% | -17.8% | -4.6% |
| 3Y | -12.7% | +62.5% | -75.2% | -23.7% |
| All | -12.7% | +62.2% | -74.9% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling