-22.6%
CLX vs EAT
+342.4%
-365.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.3% |
| 7D | +13.6% | -5.9% | +19.6% | +14.1% |
| 30D | +29.1% | +0.7% | +28.4% | +28.9% |
| 3M | +1.6% | -14.2% | +15.8% | +2.4% |
| 6M | +18.7% | +40.7% | -22.0% | +15.7% |
| YTD | +11.1% | +36.0% | -24.9% | +8.3% |
| 1Y | +7.0% | +83.1% | -76.1% | +2.2% |
| 3Y | -10.0% | +474.8% | -484.8% | -24.3% |
| 5Y | -22.6% | +347.6% | -370.2% | -37.7% |
| All | -22.6% | +342.4% | -365.1% | -37.7% |
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