+157.3%
CLX vs BR
+1,286.0%
-1,128.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | -3.5% | -5.9% | +2.4% | -2.2% |
| 30D | -11.9% | +1.9% | -13.8% | -12.3% |
| 3M | -2.6% | +14.7% | -17.3% | -5.5% |
| 6M | -18.2% | -12.8% | -5.4% | -16.0% |
| YTD | -5.9% | -23.0% | +17.1% | -0.9% |
| 1Y | -23.8% | -31.7% | +7.8% | -17.6% |
| 3Y | -33.6% | -4.8% | -28.8% | -33.6% |
| 5Y | -35.7% | +7.8% | -43.5% | -38.2% |
| 10Y | -2.5% | +184.1% | -186.6% | -26.7% |
| All | +157.3% | +1,286.0% | -1,128.6% | +27.4% |
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