+2,730.9%
CLX vs AME
+18,783.2%
-16,052.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +13.6% | -4.1% | +17.8% | +14.3% |
| 30D | +29.1% | -4.1% | +33.2% | +29.7% |
| 3M | +1.6% | -5.6% | +7.2% | +2.3% |
| 6M | +18.7% | +2.8% | +15.9% | +17.8% |
| YTD | +11.1% | +16.6% | -5.5% | +8.1% |
| 1Y | +7.0% | +21.1% | -14.1% | +3.5% |
| 3Y | -10.0% | +61.1% | -71.1% | -17.3% |
| 5Y | -22.6% | +76.6% | -99.2% | -30.1% |
| 10Y | +29.3% | +431.3% | -402.0% | -3.4% |
| All | +2,730.9% | +18,783.2% | -16,052.3% | +1,235.6% |
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