-35.7%
CLX vs BEN
+42.4%
-78.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -3.5% | +4.7% | -8.2% | -4.3% |
| 30D | -11.9% | +2.6% | -14.5% | -12.2% |
| 3M | -2.6% | +11.5% | -14.1% | -4.4% |
| 6M | -18.2% | +35.3% | -53.5% | -22.2% |
| YTD | -5.9% | +48.6% | -54.5% | -12.0% |
| 1Y | -23.8% | +46.7% | -70.5% | -28.7% |
| 3Y | -33.6% | +57.0% | -90.6% | -39.3% |
| 5Y | -35.7% | +41.8% | -77.5% | -42.8% |
| All | -35.7% | +42.4% | -78.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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