-1.4%
CLX vs BN
+257.9%
-259.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.9% |
| 7D | -4.9% | -3.0% | -1.9% | -4.6% |
| 30D | -15.8% | -13.0% | -2.8% | -14.4% |
| 3M | -7.9% | -15.2% | +7.3% | -6.2% |
| 6M | -19.0% | -5.9% | -13.1% | -18.5% |
| YTD | -7.9% | -15.8% | +7.8% | -6.4% |
| 1Y | -25.4% | -12.2% | -13.2% | -24.5% |
| 3Y | -35.0% | +72.2% | -107.2% | -39.2% |
| 5Y | -36.8% | +33.2% | -70.0% | -40.1% |
| 10Y | -1.4% | +264.7% | -266.1% | -27.7% |
| All | -1.4% | +257.9% | -259.4% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling