-34.0%
CLX vs AR
+143.7%
-177.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -9.2% | +2.5% | -11.7% | -9.2% |
| 30D | -11.0% | +14.8% | -25.8% | -10.9% |
| 3M | +5.0% | +6.2% | -1.2% | +5.2% |
| 6M | -18.8% | +4.3% | -23.1% | -18.7% |
| YTD | -4.4% | +14.4% | -18.8% | -4.4% |
| 1Y | -21.9% | +21.3% | -43.2% | -21.9% |
| 3Y | -32.8% | +39.8% | -72.6% | -33.0% |
| All | -34.0% | +143.7% | -177.7% | -33.1% |
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