+7.0%
CLX vs BWA
+13.5%
-6.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | +13.6% | -2.4% | +16.1% | +13.8% |
| 30D | +29.1% | -17.7% | +46.8% | +31.5% |
| 3M | +1.6% | -27.0% | +28.6% | +4.6% |
| 6M | +18.7% | -17.3% | +36.0% | +18.1% |
| YTD | +11.1% | +12.9% | -1.8% | +1.7% |
| 1Y | +7.0% | +12.9% | -5.9% | -2.0% |
| All | +7.0% | +13.5% | -6.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling