+2,336.0%
CLX vs AME
+18,709.1%
-16,373.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | -9.2% | +0.6% | -9.9% | -9.3% |
| 30D | -11.0% | -6.7% | -4.4% | -10.1% |
| 3M | +5.0% | +4.1% | +1.0% | +4.2% |
| 6M | -18.8% | +1.6% | -20.4% | -19.1% |
| YTD | -4.4% | +16.1% | -20.5% | -6.8% |
| 1Y | -21.9% | +27.3% | -49.2% | -24.9% |
| 3Y | -32.8% | +50.9% | -83.6% | -37.5% |
| 5Y | -34.6% | +81.4% | -115.9% | -41.0% |
| 10Y | -4.7% | +417.0% | -421.7% | -28.4% |
| All | +2,336.0% | +18,709.1% | -16,373.1% | +1,052.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling