-35.5%
CLX vs AU
+574.0%
-609.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.8% |
| 7D | -5.9% | -7.0% | +1.1% | -5.7% |
| 30D | -17.0% | +7.3% | -24.3% | -17.2% |
| 3M | -9.6% | +33.2% | -42.8% | -10.2% |
| 6M | -21.5% | -0.6% | -20.9% | -21.7% |
| YTD | -8.8% | +26.2% | -35.0% | -8.6% |
| 1Y | -24.7% | +68.3% | -92.9% | -24.2% |
| All | -35.5% | +574.0% | -609.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling