-34.0%
CLX vs EL
-67.1%
+33.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.7% |
| 7D | -9.2% | +0.8% | -10.0% | -9.3% |
| 30D | -11.0% | +19.8% | -30.9% | -13.5% |
| 3M | +5.0% | +25.7% | -20.7% | +1.4% |
| 6M | -18.8% | +5.4% | -24.3% | -20.1% |
| YTD | -4.4% | +0.2% | -4.6% | -5.7% |
| 1Y | -21.9% | +20.4% | -42.3% | -25.0% |
| 3Y | -32.8% | -32.1% | -0.6% | -32.2% |
| All | -34.0% | -67.1% | +33.1% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling