-1.4%
CLX vs EAT
+370.1%
-371.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -2.1% |
| 7D | -4.9% | -6.8% | +1.9% | -4.9% |
| 30D | -15.8% | -5.4% | -10.4% | -15.8% |
| 3M | -7.9% | +42.8% | -50.7% | -8.2% |
| 6M | -19.0% | +56.5% | -75.6% | -19.4% |
| YTD | -7.9% | +50.0% | -58.0% | -8.3% |
| 1Y | -25.4% | +38.3% | -63.6% | -25.6% |
| 3Y | -35.0% | +591.6% | -626.7% | -35.7% |
| 5Y | -36.8% | +312.6% | -349.4% | -38.0% |
| 10Y | -1.4% | +381.4% | -382.9% | +1.4% |
| All | -1.4% | +370.1% | -371.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling