+203.5%
CLX vs BUD
+214.6%
-11.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.5% |
| 7D | +13.6% | +4.5% | +9.1% | +12.7% |
| 30D | +23.4% | +12.5% | +10.8% | +20.9% |
| 3M | -2.8% | 0.0% | -2.8% | -2.9% |
| 6M | +14.0% | +3.8% | +10.2% | +13.2% |
| YTD | +4.2% | +33.1% | -28.9% | -0.5% |
| 1Y | -1.2% | +35.5% | -36.7% | -5.9% |
| 3Y | -12.7% | +49.4% | -62.1% | -18.4% |
| 5Y | -26.5% | +48.0% | -74.5% | -31.7% |
| 10Y | +20.2% | -8.6% | +28.8% | +21.9% |
| All | +203.5% | +214.6% | -11.1% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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