-21.9%
CLX vs BR
-29.1%
+7.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.7% |
| 7D | -9.2% | -5.3% | -4.0% | -8.4% |
| 30D | -11.0% | +6.4% | -17.5% | -11.9% |
| 3M | +5.0% | +13.6% | -8.6% | +2.5% |
| 6M | -18.8% | -6.7% | -12.1% | -19.3% |
| YTD | -4.4% | -21.1% | +16.7% | +0.5% |
| 1Y | -21.9% | -29.6% | +7.7% | -17.0% |
| All | -21.9% | -29.1% | +7.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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