+28.7%
CLX vs AR
+58.9%
-30.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.3% |
| 7D | +7.8% | +2.1% | +5.7% | +7.8% |
| 30D | +28.5% | +4.5% | +24.0% | +28.6% |
| 3M | +1.3% | +1.0% | +0.3% | +1.3% |
| 6M | +23.4% | +4.4% | +18.9% | +23.5% |
| YTD | +11.4% | +10.9% | +0.5% | +11.5% |
| 1Y | +6.9% | +8.6% | -1.6% | +7.0% |
| 3Y | -9.8% | +48.5% | -58.3% | -9.5% |
| 5Y | -22.7% | +95.7% | -118.4% | -22.0% |
| 10Y | +28.7% | +55.5% | -26.7% | +34.2% |
| All | +28.7% | +58.9% | -30.2% | +34.2% |
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