+2,119.8%
CLX vs BWA
+2,583.4%
-463.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | +13.6% | -2.4% | +16.1% | +13.9% |
| 30D | +29.1% | -17.7% | +46.8% | +31.7% |
| 3M | +1.6% | -27.0% | +28.6% | +4.9% |
| 6M | +18.7% | -17.3% | +36.0% | +20.5% |
| YTD | +11.1% | +12.9% | -1.8% | +8.6% |
| 1Y | +7.0% | +12.9% | -5.9% | +4.5% |
| 3Y | -10.0% | +62.1% | -72.1% | -16.3% |
| 5Y | -22.6% | +30.7% | -53.3% | -27.3% |
| 10Y | +29.3% | +89.2% | -59.8% | +11.6% |
| All | +2,119.8% | +2,583.4% | -463.6% | +1,214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling