-7.8%
CLX vs ED
+50.2%
-58.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | +9.5% | +2.1% | +7.4% | +8.6% |
| 30D | +30.7% | +10.4% | +20.3% | +25.5% |
| 3M | +4.2% | +12.5% | -8.3% | -0.7% |
| 6M | +22.1% | +14.9% | +7.2% | +15.3% |
| YTD | +14.1% | +24.8% | -10.8% | +4.3% |
| 1Y | +10.3% | +23.8% | -13.5% | +1.1% |
| 3Y | -7.8% | +51.6% | -59.5% | -23.8% |
| All | -7.8% | +50.2% | -58.0% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling