+273.8%
CLX vs BB
+329.7%
-55.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.5% | +0.1% | +5.5% |
| 7D | +17.4% | +15.0% | +2.4% | +17.1% |
| 30D | +27.8% | +3.5% | +24.3% | +27.6% |
| 3M | +3.0% | +2.7% | +0.3% | +2.8% |
| 6M | +17.5% | +44.7% | -27.2% | +16.1% |
| YTD | +10.0% | +143.3% | -133.3% | +7.3% |
| 1Y | +3.3% | +102.2% | -98.9% | +1.2% |
| 3Y | -10.1% | +156.1% | -166.2% | -13.2% |
| 5Y | -23.7% | -17.6% | -6.1% | -24.8% |
| 10Y | +24.9% | +29.0% | -4.1% | +19.5% |
| All | +273.8% | +329.7% | -55.9% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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