-4.4%
CLX vs EFV
+169.9%
-174.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -5.7% | -0.8% | -4.9% | -5.5% |
| 30D | -17.0% | +0.6% | -17.7% | -17.1% |
| 3M | -9.7% | +7.5% | -17.2% | -11.0% |
| 6M | -19.8% | +13.0% | -32.9% | -21.7% |
| YTD | -9.8% | +18.3% | -28.2% | -12.7% |
| 1Y | -26.2% | +26.7% | -52.9% | -29.3% |
| 3Y | -36.2% | +89.6% | -125.8% | -42.9% |
| 5Y | -38.3% | +98.2% | -136.6% | -45.6% |
| All | -4.4% | +169.9% | -174.3% | -22.6% |
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