+2,336.0%
CLX vs BBWI
+1,034.6%
+1,301.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.6% |
| 7D | -9.2% | +1.5% | -10.7% | -9.4% |
| 30D | -11.0% | -5.2% | -5.9% | -10.8% |
| 3M | +5.0% | +11.1% | -6.1% | +3.8% |
| 6M | -18.8% | -13.4% | -5.4% | -18.2% |
| YTD | -4.4% | +0.1% | -4.5% | -5.2% |
| 1Y | -21.9% | -36.1% | +14.3% | -19.8% |
| 3Y | -32.8% | -44.1% | +11.3% | -31.6% |
| 5Y | -34.6% | -66.2% | +31.7% | -31.7% |
| 10Y | -4.7% | -54.8% | +50.1% | -9.3% |
| All | +2,336.0% | +1,034.6% | +1,301.4% | +1,043.4% |
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 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