+292.6%
CLX vs AU
+793.6%
-501.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | -9.2% | -3.6% | -5.6% | -9.1% |
| 30D | -11.0% | +23.9% | -34.9% | -11.7% |
| 3M | +5.0% | +19.1% | -14.0% | +4.3% |
| 6M | -18.8% | -0.2% | -18.7% | -19.0% |
| YTD | -4.4% | +32.5% | -36.9% | -5.5% |
| 1Y | -21.9% | +96.9% | -118.8% | -23.8% |
| 3Y | -32.8% | +614.7% | -647.5% | -37.6% |
| 5Y | -34.6% | +647.7% | -682.3% | -39.8% |
| 10Y | -4.7% | +679.2% | -683.9% | -13.4% |
| All | +292.6% | +793.6% | -501.0% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling