-3.3%
CLX vs BG
+171.4%
-174.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -5.9% | +3.7% | -9.6% | -6.0% |
| 30D | -17.0% | +12.3% | -29.4% | -17.6% |
| 3M | -9.6% | -2.2% | -7.4% | -9.5% |
| 6M | -21.5% | +5.3% | -26.8% | -21.9% |
| YTD | -8.8% | +42.4% | -51.2% | -11.0% |
| 1Y | -24.7% | +55.2% | -79.9% | -26.9% |
| 3Y | -35.6% | +21.0% | -56.6% | -37.1% |
| 5Y | -37.6% | +87.1% | -124.8% | -40.5% |
| All | -3.3% | +171.4% | -174.7% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling