-24.6%
CLX vs AS
+134.9%
-159.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +13.6% | +6.9% | +6.7% | +12.9% |
| 30D | +23.4% | +16.0% | +7.4% | +21.8% |
| 3M | -2.8% | -12.8% | +10.0% | -2.0% |
| 6M | +14.0% | -15.4% | +29.4% | +15.1% |
| YTD | +4.2% | -15.7% | +19.9% | +4.9% |
| 1Y | -1.2% | +6.1% | -7.2% | -1.6% |
| All | -24.6% | +134.9% | -159.4% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling