-30.8%
CLX vs AS
+120.4%
-151.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.6% |
| 7D | -9.2% | -4.9% | -4.3% | -8.9% |
| 30D | -11.0% | -19.6% | +8.6% | -9.6% |
| 3M | +5.0% | -14.4% | +19.4% | +6.2% |
| 6M | -18.8% | -20.1% | +1.3% | -17.7% |
| YTD | -4.4% | -20.9% | +16.5% | -3.1% |
| 1Y | -21.9% | -21.9% | 0.0% | -20.8% |
| All | -30.8% | +120.4% | -151.1% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling