-12.7%
CLX vs BN
+90.6%
-103.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +13.6% | +5.3% | +8.2% | +12.6% |
| 30D | +23.4% | +11.9% | +11.5% | +21.1% |
| 3M | -2.8% | -5.7% | +2.9% | -2.2% |
| 6M | +14.0% | -10.6% | +24.6% | +15.4% |
| YTD | +4.2% | -9.4% | +13.5% | +4.8% |
| 1Y | -1.2% | -8.8% | +7.6% | -0.7% |
| 3Y | -12.7% | +95.6% | -108.3% | -16.8% |
| All | -12.7% | +90.6% | -103.3% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling