-24.7%
CLX vs EFV
+26.5%
-51.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | -5.9% | -2.0% | -3.9% | -4.8% |
| 30D | -17.0% | -0.2% | -16.9% | -16.9% |
| 3M | -9.6% | +9.1% | -18.7% | -14.1% |
| 6M | -21.5% | +11.7% | -33.2% | -26.6% |
| YTD | -8.8% | +17.0% | -25.9% | -15.6% |
| 1Y | -24.7% | +26.7% | -51.4% | -31.8% |
| All | -24.7% | +26.5% | -51.2% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling