-23.8%
CLX vs ED
+14.2%
-38.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -3.5% | +0.5% | -4.1% | -3.8% |
| 30D | -11.9% | +1.1% | -13.0% | -12.3% |
| 3M | -2.6% | +4.6% | -7.3% | -4.4% |
| 6M | -18.2% | -2.0% | -16.2% | -17.9% |
| YTD | -5.9% | +11.7% | -17.6% | -9.8% |
| 1Y | -23.8% | +15.7% | -39.6% | -28.2% |
| All | -23.8% | +14.2% | -38.1% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling