-33.0%
CLX vs ED
+35.7%
-68.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | -9.2% | -0.2% | -9.1% | -9.2% |
| 30D | -11.0% | -0.1% | -10.9% | -11.0% |
| 3M | +5.0% | +3.9% | +1.1% | +3.5% |
| 6M | -18.8% | -3.0% | -15.8% | -18.0% |
| YTD | -4.4% | +10.7% | -15.1% | -8.1% |
| 1Y | -21.9% | +13.3% | -35.2% | -25.7% |
| All | -33.0% | +35.7% | -68.7% | -40.8% |
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