-5.6%
CLX vs AS
+3.3%
-9.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.1% | +0.6% | +4.6% |
| 7D | +14.2% | +13.8% | +0.4% | +11.2% |
| 30D | +22.7% | +16.7% | +6.0% | +18.8% |
| 3M | -2.8% | -11.5% | +8.7% | -1.2% |
| 6M | +17.7% | -5.5% | +23.2% | +18.2% |
| YTD | +3.3% | -14.2% | +17.5% | +3.4% |
| 1Y | -5.6% | +2.1% | -7.7% | -5.4% |
| All | -5.6% | +3.3% | -9.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling