-12.7%
CLX vs ED
+44.5%
-57.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +1.2% |
| 7D | +13.6% | +1.6% | +11.9% | +12.8% |
| 30D | +23.4% | +13.3% | +10.1% | +17.4% |
| 3M | -2.8% | +9.7% | -12.6% | -6.5% |
| 6M | +14.0% | +12.8% | +1.2% | +8.5% |
| YTD | +4.2% | +22.3% | -18.1% | -3.8% |
| 1Y | -1.2% | +26.3% | -27.5% | -10.0% |
| 3Y | -12.7% | +45.0% | -57.7% | -25.1% |
| All | -12.7% | +44.5% | -57.2% | -25.1% |
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