-12.9%
CLX vs AR
+20.9%
-33.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.3% |
| 7D | +12.4% | -11.7% | +24.1% | +11.5% |
| 30D | +21.1% | +1.8% | +19.3% | +21.2% |
| 3M | -3.3% | +6.0% | -9.3% | -2.9% |
| 6M | +18.8% | -7.0% | +25.8% | +18.7% |
| YTD | +3.9% | +5.6% | -1.7% | +4.3% |
| 1Y | -3.8% | +10.8% | -14.6% | -3.3% |
| All | -12.9% | +20.9% | -33.9% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling