-1.4%
CLX vs BBWI
-58.2%
+56.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | -2.0% |
| 7D | -4.9% | -4.4% | -0.5% | -4.8% |
| 30D | -15.8% | -7.4% | -8.4% | -15.7% |
| 3M | -7.9% | -2.2% | -5.7% | -7.9% |
| 6M | -19.0% | -16.3% | -2.7% | -18.9% |
| YTD | -7.9% | -9.1% | +1.2% | -7.9% |
| 1Y | -25.4% | -34.5% | +9.2% | -25.0% |
| 3Y | -35.0% | -47.0% | +11.9% | -34.7% |
| 5Y | -36.8% | -68.8% | +32.1% | -37.0% |
| 10Y | -1.4% | -57.4% | +55.9% | +3.7% |
| All | -1.4% | -58.2% | +56.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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