+29.3%
CLX vs ED
+136.7%
-107.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.7% |
| 7D | +13.6% | +2.1% | +11.5% | +12.7% |
| 30D | +29.1% | +12.4% | +16.6% | +23.2% |
| 3M | +1.6% | +13.1% | -11.5% | -3.3% |
| 6M | +18.7% | +14.1% | +4.7% | +12.6% |
| YTD | +11.1% | +23.1% | -12.0% | +2.1% |
| 1Y | +7.0% | +25.4% | -18.4% | -2.5% |
| 3Y | -10.0% | +47.9% | -57.8% | -23.9% |
| 5Y | -22.6% | +81.9% | -104.5% | -40.3% |
| 10Y | +29.3% | +141.3% | -111.9% | -15.5% |
| All | +29.3% | +136.7% | -107.4% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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