+2,554.6%
CLX vs AME
+18,019.4%
-15,464.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | -0.1% |
| 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% | +14.5% |
| YTD | +4.2% | +11.9% | -7.7% | +2.0% |
| 1Y | -1.2% | +16.6% | -17.8% | -3.9% |
| 3Y | -12.7% | +62.5% | -75.2% | -19.9% |
| 5Y | -26.5% | +67.6% | -94.1% | -33.1% |
| 10Y | +20.2% | +450.4% | -430.2% | -10.7% |
| All | +2,554.6% | +18,019.4% | -15,464.8% | +1,160.2% |
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