-4.4%
CLX vs AZO
+296.8%
-301.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -5.7% | -3.6% | -2.1% | -5.0% |
| 30D | -17.0% | -5.6% | -11.5% | -16.0% |
| 3M | -9.7% | -6.6% | -3.0% | -8.5% |
| 6M | -19.8% | -22.5% | +2.7% | -15.8% |
| YTD | -9.8% | -15.2% | +5.3% | -7.0% |
| 1Y | -26.2% | -33.9% | +7.8% | -20.2% |
| 3Y | -36.2% | +11.8% | -48.0% | -37.8% |
| 5Y | -38.3% | +85.5% | -123.9% | -45.0% |
| All | -4.4% | +296.8% | -301.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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