-13.4%
CLX vs BURL
+95.5%
-108.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.7% | -2.0% | +5.0% |
| 7D | +14.2% | +10.4% | +3.8% | +13.1% |
| 30D | +22.7% | -4.9% | +27.6% | +23.1% |
| 3M | -2.8% | -29.8% | +27.0% | -0.2% |
| 6M | +17.7% | -16.5% | +34.1% | +19.1% |
| YTD | +3.3% | -10.5% | +13.9% | +4.1% |
| 1Y | -5.6% | -5.3% | -0.3% | -5.4% |
| All | -13.4% | +95.5% | -108.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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