-5.6%
CLX vs BN
-3.9%
-1.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.3% | +3.8% |
| 7D | +14.2% | +12.0% | +2.2% | +10.2% |
| 30D | +22.7% | +17.0% | +5.6% | +16.9% |
| 3M | -2.8% | -3.2% | +0.5% | -2.9% |
| 6M | +17.7% | -3.9% | +21.5% | +17.5% |
| YTD | +3.3% | -5.6% | +8.9% | +1.0% |
| 1Y | -5.6% | -4.7% | -0.9% | -8.2% |
| All | -5.6% | -3.9% | -1.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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