+65.5%
CLX vs BURL
+1,051.1%
-985.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.4% |
| 7D | -9.2% | -2.8% | -6.4% | -9.1% |
| 30D | -11.0% | -28.2% | +17.1% | -9.8% |
| 3M | +5.0% | -17.6% | +22.6% | +5.9% |
| 6M | -18.8% | -11.8% | -7.0% | -18.4% |
| YTD | -4.4% | -8.1% | +3.7% | -4.1% |
| 1Y | -21.9% | -12.0% | -9.9% | -21.6% |
| 3Y | -32.8% | +63.3% | -96.1% | -34.7% |
| 5Y | -34.6% | -10.8% | -23.7% | -36.4% |
| 10Y | -4.7% | +215.9% | -220.6% | -17.0% |
| All | +65.5% | +1,051.1% | -985.6% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling