-35.7%
CLX vs EFX
-35.1%
-0.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.0% |
| 7D | -3.5% | -7.8% | +4.3% | -2.2% |
| 30D | -11.9% | -5.7% | -6.1% | -11.0% |
| 3M | -2.6% | +2.5% | -5.1% | -3.1% |
| 6M | -18.2% | -16.7% | -1.5% | -16.1% |
| YTD | -5.9% | -20.2% | +14.3% | -3.2% |
| 1Y | -23.8% | -31.4% | +7.5% | -19.9% |
| 3Y | -33.6% | -10.5% | -23.1% | -34.4% |
| 5Y | -35.7% | -35.2% | -0.5% | -38.7% |
| All | -35.7% | -35.1% | -0.6% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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