+278.5%
CLX vs BB
+338.1%
-59.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.2% |
| 7D | +7.8% | +7.3% | +0.5% | +7.6% |
| 30D | +28.5% | +11.2% | +17.3% | +28.2% |
| 3M | +1.3% | +4.7% | -3.4% | +1.1% |
| 6M | +23.4% | +51.1% | -27.8% | +21.8% |
| YTD | +11.4% | +148.0% | -136.7% | +8.6% |
| 1Y | +6.9% | +106.1% | -99.2% | +4.7% |
| 3Y | -9.8% | +158.2% | -168.0% | -12.9% |
| 5Y | -22.7% | -10.8% | -11.9% | -23.9% |
| 10Y | +28.7% | +29.3% | -0.6% | +23.2% |
| All | +278.5% | +338.1% | -59.6% | +296.9% |
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