-37.6%
CLX vs AUR
-36.2%
-1.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.9% |
| 7D | -5.9% | +0.2% | -6.0% | -5.9% |
| 30D | -17.0% | -8.9% | -8.1% | -17.0% |
| 3M | -9.6% | +4.6% | -14.2% | -9.7% |
| 6M | -21.5% | +44.9% | -66.4% | -22.0% |
| YTD | -8.8% | +64.8% | -73.7% | -9.6% |
| 1Y | -24.7% | +16.4% | -41.0% | -25.0% |
| 3Y | -35.6% | +85.1% | -120.7% | -36.5% |
| 5Y | -37.6% | -36.1% | -1.5% | -38.9% |
| All | -37.6% | -36.2% | -1.4% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling