-2.5%
CLX vs EL
+31.4%
-33.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | -3.5% | +1.7% | -5.2% | -3.8% |
| 30D | -11.9% | +15.5% | -27.4% | -13.7% |
| 3M | -2.6% | +20.6% | -23.2% | -5.3% |
| 6M | -18.2% | +10.5% | -28.6% | -19.8% |
| YTD | -5.9% | -1.9% | -4.0% | -6.8% |
| 1Y | -23.8% | +16.1% | -39.9% | -26.4% |
| 3Y | -33.6% | -30.2% | -3.4% | -33.2% |
| 5Y | -35.7% | -67.4% | +31.7% | -30.6% |
| 10Y | -2.5% | +31.2% | -33.7% | -25.2% |
| All | -2.5% | +31.4% | -33.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling