-41.6%
CLX vs AUR
-34.9%
-6.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.6% |
| 7D | -3.5% | +19.2% | -22.8% | -3.8% |
| 30D | -11.9% | -7.8% | -4.1% | -11.8% |
| 3M | -2.6% | +4.0% | -6.6% | -2.7% |
| 6M | -18.2% | +45.0% | -63.1% | -18.7% |
| YTD | -5.9% | +69.5% | -75.4% | -6.8% |
| 1Y | -23.8% | +13.0% | -36.9% | -24.2% |
| 3Y | -33.6% | +90.4% | -123.9% | -34.5% |
| 5Y | -35.7% | -34.2% | -1.5% | -38.0% |
| All | -41.6% | -34.9% | -6.7% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling