-26.9%
CLX vs AR
+71.8%
-98.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.2% |
| 7D | +13.6% | -14.3% | +27.8% | +13.4% |
| 30D | +23.4% | +1.4% | +21.9% | +23.3% |
| 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% | +4.0% |
| 1Y | -1.2% | +10.6% | -11.7% | -1.3% |
| 3Y | -12.7% | +24.6% | -37.3% | -13.2% |
| All | -26.9% | +71.8% | -98.7% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling