-18.3%
CLX vs AS
+125.3%
-143.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +1.5% |
| 7D | +8.5% | -3.6% | +12.1% | +8.9% |
| 30D | +30.0% | +3.4% | +26.6% | +29.6% |
| 3M | +3.8% | -8.6% | +12.4% | +4.4% |
| 6M | +24.6% | -10.0% | +34.7% | +25.5% |
| YTD | +12.8% | -19.2% | +31.9% | +14.0% |
| 1Y | +8.6% | -3.8% | +12.4% | +8.8% |
| All | -18.3% | +125.3% | -143.6% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling