-5.6%
CLX vs BG
+7.2%
-12.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.7% |
| 7D | +14.2% | -3.8% | +17.9% | +14.2% |
| 30D | +22.7% | -9.6% | +32.3% | +22.7% |
| 3M | -2.8% | -8.5% | +5.8% | -3.0% |
| 6M | +17.7% | -23.0% | +40.7% | +18.3% |
| YTD | +3.3% | +10.9% | -7.5% | -10.2% |
| 1Y | -5.6% | +6.0% | -11.6% | -16.2% |
| All | -5.6% | +7.2% | -12.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling