+212.0%
CLX vs BR
+1,481.8%
-1,269.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.8% |
| 3M | +4.2% | +12.4% | -8.2% | +1.5% |
| 6M | +22.1% | +35.4% | -13.3% | +13.9% |
| YTD | +14.1% | -12.2% | +26.2% | +16.6% |
| 1Y | +10.3% | -12.7% | +23.1% | +12.9% |
| 3Y | -7.8% | +14.3% | -22.1% | -11.5% |
| 5Y | -20.8% | +19.3% | -40.1% | -25.6% |
| 10Y | +31.9% | +278.1% | -246.3% | -7.1% |
| All | +212.0% | +1,481.8% | -1,269.9% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling