+18.3%
CLX vs AR
+47.5%
-29.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +13.6% | -14.3% | +27.8% | +13.4% |
| 30D | +23.4% | +1.4% | +21.9% | +23.4% |
| 3M | -2.8% | +3.4% | -6.2% | -2.8% |
| 6M | +14.0% | -2.1% | +16.0% | +14.0% |
| YTD | +4.2% | +4.7% | -0.5% | +4.2% |
| 1Y | -1.2% | +10.6% | -11.7% | -1.1% |
| 3Y | -12.7% | +24.6% | -37.3% | -12.5% |
| 5Y | -26.5% | +71.9% | -98.4% | -26.0% |
| All | +18.3% | +47.5% | -29.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling