-23.8%
CLX vs EL
+15.2%
-39.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -3.5% | +1.7% | -5.2% | -3.9% |
| 30D | -11.9% | +15.5% | -27.4% | -14.3% |
| 3M | -2.6% | +20.6% | -23.2% | -6.2% |
| 6M | -18.2% | +10.5% | -28.6% | -20.7% |
| YTD | -5.9% | -1.9% | -4.0% | -8.8% |
| 1Y | -23.8% | +16.1% | -39.9% | -28.0% |
| All | -23.8% | +15.2% | -39.0% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling