+2,336.0%
CLX vs ED
+2,217.3%
+118.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 1Y | -21.9% | +13.3% | -35.2% | -25.7% |
| 3Y | -32.8% | +34.5% | -67.3% | -40.5% |
| 5Y | -34.6% | +67.1% | -101.7% | -47.0% |
| 10Y | -4.7% | +103.0% | -107.7% | -30.4% |
| All | +2,336.0% | +2,217.3% | +118.7% | +561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling