-20.5%
CLX vs AVTR
+1.7%
-22.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -9.2% | +2.7% | -11.9% | -9.4% |
| 30D | -11.0% | +12.1% | -23.1% | -11.8% |
| 3M | +5.0% | +57.2% | -52.2% | +1.4% |
| 6M | -18.8% | +73.1% | -91.9% | -22.3% |
| YTD | -4.4% | +30.6% | -35.0% | -6.8% |
| 1Y | -21.9% | +13.5% | -35.3% | -23.3% |
| 3Y | -32.8% | -31.0% | -1.7% | -32.8% |
| 5Y | -34.6% | -63.2% | +28.7% | -32.9% |
| All | -20.5% | +1.7% | -22.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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