+29.3%
CLX vs EL
+60.9%
-31.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +13.6% | +7.6% | +6.0% | +12.5% |
| 30D | +29.1% | +15.7% | +13.4% | +26.4% |
| 3M | +1.6% | +30.5% | -28.9% | -2.3% |
| 6M | +18.7% | +32.5% | -13.8% | +13.8% |
| YTD | +11.1% | +9.4% | +1.6% | +8.3% |
| 1Y | +7.0% | +28.4% | -21.4% | +2.2% |
| 3Y | -10.0% | +4.4% | -14.4% | -13.7% |
| 5Y | -22.6% | -64.5% | +41.9% | -17.9% |
| 10Y | +29.3% | +64.9% | -35.5% | -2.0% |
| All | +29.3% | +60.9% | -31.5% | -2.0% |
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