+31.8%
CLX vs EFV
+163.3%
-131.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +9.5% | +2.5% | +7.0% | +9.0% |
| 30D | +30.7% | +2.9% | +27.8% | +30.0% |
| 3M | +4.2% | -1.4% | +5.7% | +4.6% |
| 6M | +22.1% | +5.5% | +16.6% | +20.8% |
| YTD | +14.1% | +16.1% | -2.0% | +11.0% |
| 1Y | +10.3% | +20.3% | -10.0% | +6.7% |
| 3Y | -7.8% | +90.4% | -98.2% | -17.3% |
| 5Y | -20.8% | +93.5% | -114.3% | -29.8% |
| All | +31.8% | +163.3% | -131.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling