-4.4%
CLX vs BRKR
+155.3%
-159.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -5.7% | -8.7% | +3.0% | -5.1% |
| 30D | -17.0% | -9.9% | -7.2% | -16.4% |
| 3M | -9.7% | -3.1% | -6.6% | -10.1% |
| 6M | -19.8% | +45.5% | -65.3% | -23.5% |
| YTD | -9.8% | +13.7% | -23.5% | -12.3% |
| 1Y | -26.2% | +67.4% | -93.6% | -30.8% |
| 3Y | -36.2% | -13.2% | -23.0% | -37.6% |
| 5Y | -38.3% | -39.5% | +1.1% | -38.6% |
| All | -4.4% | +155.3% | -159.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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