-34.8%
CLX vs BR
-5.1%
-29.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.9% | -5.0% | +0.1% | -3.7% |
| 30D | -15.8% | -2.5% | -13.4% | -15.3% |
| 3M | -7.9% | +13.5% | -21.4% | -10.7% |
| 6M | -19.0% | -9.4% | -9.6% | -17.2% |
| YTD | -7.9% | -23.3% | +15.3% | -1.0% |
| 1Y | -25.4% | -31.6% | +6.2% | -16.7% |
| All | -34.8% | -5.1% | -29.7% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling