-34.6%
CLX vs BWA
+92.2%
-126.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.5% |
| 7D | -9.2% | +5.7% | -14.9% | -9.7% |
| 30D | -11.0% | +1.4% | -12.5% | -11.2% |
| 3M | +5.0% | -12.1% | +17.1% | +6.1% |
| 6M | -18.8% | +28.6% | -47.4% | -21.3% |
| YTD | -4.4% | +51.1% | -55.5% | -8.8% |
| 1Y | -21.9% | +55.9% | -77.7% | -25.7% |
| 3Y | -32.8% | +70.1% | -102.9% | -36.8% |
| All | -34.6% | +92.2% | -126.9% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling