-22.6%
CLX vs BR
+18.8%
-41.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +9.5% | +1.1% | +8.4% | +9.2% |
| 30D | +30.7% | +14.4% | +16.3% | +25.9% |
| 3M | +4.2% | +12.4% | -8.2% | +0.8% |
| 6M | +22.1% | +35.4% | -13.3% | +12.2% |
| YTD | +14.1% | -12.2% | +26.2% | +17.8% |
| 1Y | +10.3% | -12.7% | +23.1% | +14.2% |
| 3Y | -7.8% | +14.3% | -22.1% | -12.8% |
| All | -22.6% | +18.8% | -41.4% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling