-36.2%
CLX vs EOSE
+42.6%
-78.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -5.7% | +1.8% | -7.5% | -5.7% |
| 30D | -17.0% | -6.8% | -10.2% | -17.0% |
| 3M | -9.7% | -36.3% | +26.6% | -9.6% |
| 6M | -19.8% | -38.8% | +18.9% | -19.9% |
| YTD | -9.8% | -65.5% | +55.7% | -9.8% |
| 1Y | -26.2% | -45.3% | +19.1% | -26.7% |
| 3Y | -36.2% | +44.2% | -80.3% | -35.9% |
| All | -36.2% | +42.6% | -78.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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