-36.8%
CLX vs EFV
+95.4%
-132.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -15.8% | 0.0% | -15.8% | -15.8% |
| 3M | -7.9% | +8.4% | -16.4% | -10.2% |
| 6M | -19.0% | +12.3% | -31.4% | -21.8% |
| YTD | -7.9% | +17.4% | -25.3% | -12.0% |
| 1Y | -25.4% | +27.1% | -52.5% | -30.1% |
| 3Y | -35.0% | +90.7% | -125.7% | -44.9% |
| 5Y | -36.8% | +95.6% | -132.4% | -47.5% |
| All | -36.8% | +95.4% | -132.2% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling