+2,730.9%
CLX vs BBWI
+1,159.1%
+1,571.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +13.6% | -4.2% | +17.9% | +14.1% |
| 30D | +29.1% | +24.9% | +4.2% | +26.4% |
| 3M | +1.6% | +13.2% | -11.6% | +0.2% |
| 6M | +18.7% | +12.1% | +6.6% | +16.9% |
| YTD | +11.1% | +11.1% | 0.0% | +9.0% |
| 1Y | +7.0% | +0.7% | +6.3% | +5.4% |
| 3Y | -10.0% | -23.8% | +13.8% | -11.0% |
| 5Y | -22.6% | -66.9% | +44.3% | -19.1% |
| 10Y | +29.3% | -45.3% | +74.7% | +20.4% |
| All | +2,730.9% | +1,159.1% | +1,571.8% | +1,214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling