+78.1%
CLX vs AR
-32.8%
+110.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.5% |
| 7D | +12.4% | -11.7% | +24.1% | +12.3% |
| 30D | +21.1% | +1.8% | +19.3% | +21.1% |
| 3M | -3.3% | +6.0% | -9.3% | -3.3% |
| 6M | +18.8% | -7.0% | +25.8% | +18.8% |
| YTD | +3.9% | +5.6% | -1.7% | +3.9% |
| 1Y | -3.8% | +10.8% | -14.6% | -3.8% |
| 3Y | -10.5% | +19.3% | -29.8% | -10.4% |
| 5Y | -26.7% | +73.3% | -100.0% | -26.4% |
| 10Y | +19.9% | +47.6% | -27.7% | +23.5% |
| All | +78.1% | -32.8% | +110.9% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling