-14.9%
CLX vs EL
-1.2%
-13.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.1% |
| 7D | +13.6% | +0.8% | +12.8% | +13.4% |
| 30D | +23.4% | +16.5% | +6.8% | +20.4% |
| 3M | -2.8% | +29.2% | -32.0% | -6.7% |
| 6M | +14.0% | +27.9% | -13.9% | +9.4% |
| YTD | +4.2% | +6.2% | -2.0% | +1.5% |
| 1Y | -1.2% | +27.2% | -28.3% | -6.0% |
| All | -14.9% | -1.2% | -13.6% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling