-2.5%
CLX vs ARWR
+1,075.6%
-1,078.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.5% |
| 7D | -3.5% | +2.9% | -6.4% | -3.6% |
| 30D | -11.9% | -2.9% | -9.0% | -11.8% |
| 3M | -2.6% | +15.2% | -17.8% | -3.1% |
| 6M | -18.2% | +42.3% | -60.4% | -19.1% |
| YTD | -5.9% | +28.2% | -34.1% | -6.8% |
| 1Y | -23.8% | +213.2% | -237.1% | -26.5% |
| 3Y | -33.6% | +184.6% | -218.2% | -36.6% |
| 5Y | -35.7% | +29.2% | -64.9% | -38.3% |
| 10Y | -2.5% | +1,012.5% | -1,015.1% | -11.9% |
| All | -2.5% | +1,075.6% | -1,078.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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