+414.7%
CLX vs BG
+1,131.5%
-716.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -9.2% | +2.8% | -12.0% | -9.5% |
| 30D | -11.0% | +12.0% | -23.1% | -12.1% |
| 3M | +5.0% | -7.7% | +12.7% | +5.7% |
| 6M | -18.8% | +4.5% | -23.3% | -19.5% |
| YTD | -4.4% | +35.7% | -40.1% | -7.7% |
| 1Y | -21.9% | +50.1% | -71.9% | -25.4% |
| 3Y | -32.8% | +12.6% | -45.4% | -34.4% |
| 5Y | -34.6% | +75.4% | -110.0% | -39.5% |
| 10Y | -4.7% | +150.5% | -155.2% | -17.9% |
| All | +414.7% | +1,131.5% | -716.8% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling