-44.0%
CLX vs AUR
-35.7%
-8.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -5.7% | +1.4% | -7.1% | -5.7% |
| 30D | -17.0% | -6.4% | -10.6% | -17.0% |
| 3M | -9.7% | +7.7% | -17.4% | -9.8% |
| 6M | -19.8% | +44.5% | -64.3% | -20.4% |
| YTD | -9.8% | +67.4% | -77.3% | -10.7% |
| 1Y | -26.2% | +15.4% | -41.6% | -26.5% |
| 3Y | -36.2% | +94.8% | -131.0% | -37.1% |
| 5Y | -38.3% | -35.1% | -3.2% | -40.6% |
| All | -44.0% | -35.7% | -8.3% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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