-4.4%
CLX vs BR
+189.7%
-194.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -5.7% | -3.0% | -2.7% | -5.1% |
| 30D | -17.0% | -0.3% | -16.7% | -17.0% |
| 3M | -9.7% | +17.3% | -27.0% | -12.6% |
| 6M | -19.8% | -6.7% | -13.1% | -18.9% |
| YTD | -9.8% | -23.4% | +13.6% | -5.1% |
| 1Y | -26.2% | -32.7% | +6.5% | -20.1% |
| 3Y | -36.2% | -5.9% | -30.3% | -35.9% |
| 5Y | -38.3% | +8.4% | -46.8% | -40.7% |
| All | -4.4% | +189.7% | -194.1% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling