-35.7%
CLX vs BBWI
-66.8%
+31.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.6% | -1.3% |
| 7D | -3.5% | +1.6% | -5.1% | -3.7% |
| 30D | -11.9% | -6.2% | -5.7% | -11.6% |
| 3M | -2.6% | +4.3% | -7.0% | -3.0% |
| 6M | -18.2% | -7.2% | -11.0% | -18.1% |
| YTD | -5.9% | -3.0% | -2.9% | -6.2% |
| 1Y | -23.8% | -30.8% | +6.9% | -22.7% |
| 3Y | -33.6% | -43.4% | +9.8% | -32.9% |
| 5Y | -35.7% | -66.7% | +31.1% | -38.4% |
| All | -35.7% | -66.8% | +31.1% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling