-35.7%
CLX vs AME
+85.0%
-120.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.5% | +2.8% | -6.3% | -4.3% |
| 30D | -11.9% | -6.3% | -5.6% | -10.3% |
| 3M | -2.6% | +5.4% | -8.0% | -4.4% |
| 6M | -18.2% | +7.4% | -25.6% | -20.1% |
| YTD | -5.9% | +16.2% | -22.1% | -10.2% |
| 1Y | -23.8% | +26.8% | -50.6% | -29.2% |
| 3Y | -33.6% | +57.5% | -91.1% | -43.5% |
| 5Y | -35.7% | +84.8% | -120.5% | -50.3% |
| All | -35.7% | +85.0% | -120.7% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling