-35.7%
CLX vs EAT
+326.5%
-362.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.4% |
| 7D | -3.5% | -4.9% | +1.4% | -3.3% |
| 30D | -11.9% | -1.2% | -10.7% | -11.9% |
| 3M | -2.6% | +52.2% | -54.9% | -5.2% |
| 6M | -18.2% | +65.0% | -83.2% | -20.8% |
| YTD | -5.9% | +55.0% | -60.9% | -8.7% |
| 1Y | -23.8% | +42.1% | -65.9% | -25.8% |
| 3Y | -33.6% | +614.7% | -648.3% | -44.1% |
| 5Y | -35.7% | +322.7% | -358.4% | -48.1% |
| All | -35.7% | +326.5% | -362.1% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling