-33.4%
CLX vs EFV
+90.5%
-123.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -3.5% | +1.0% | -4.5% | -3.9% |
| 30D | -11.9% | +0.2% | -12.0% | -11.9% |
| 3M | -2.6% | +9.6% | -12.2% | -5.9% |
| 6M | -18.2% | +14.0% | -32.2% | -22.0% |
| YTD | -5.9% | +18.5% | -24.4% | -11.1% |
| 1Y | -23.8% | +27.9% | -51.7% | -29.6% |
| All | -33.4% | +90.5% | -123.8% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling