+207.7%
CLX vs EFV
+258.8%
-51.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -9.2% | +1.5% | -10.7% | -9.6% |
| 30D | -11.0% | +1.7% | -12.8% | -11.5% |
| 3M | +5.0% | +8.6% | -3.6% | +2.5% |
| 6M | -18.8% | +11.7% | -30.5% | -21.4% |
| YTD | -4.4% | +19.3% | -23.7% | -9.1% |
| 1Y | -21.9% | +30.2% | -52.1% | -27.5% |
| 3Y | -32.8% | +91.6% | -124.3% | -44.2% |
| 5Y | -34.6% | +96.4% | -130.9% | -46.5% |
| 10Y | -4.7% | +166.5% | -171.2% | -30.9% |
| All | +207.7% | +258.8% | -51.1% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling