-36.2%
CLX vs BRKR
-11.8%
-24.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -5.7% | -8.7% | +3.0% | -5.4% |
| 30D | -17.0% | -9.9% | -7.2% | -16.8% |
| 3M | -9.7% | -3.1% | -6.6% | -10.1% |
| 6M | -19.8% | +45.5% | -65.3% | -22.8% |
| YTD | -9.8% | +13.7% | -23.5% | -12.0% |
| 1Y | -26.2% | +67.4% | -93.6% | -29.7% |
| 3Y | -36.2% | -13.2% | -23.0% | -39.6% |
| All | -36.2% | -11.8% | -24.4% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling