-48.3%
CLX vs EOSE
-57.1%
+8.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.4% | -1.7% |
| 7D | -3.5% | +41.4% | -45.0% | -3.9% |
| 30D | -11.9% | +3.6% | -15.5% | -11.9% |
| 3M | -2.6% | -35.7% | +33.1% | -2.4% |
| 6M | -18.2% | -29.9% | +11.7% | -18.2% |
| YTD | -5.9% | -62.5% | +56.6% | -5.6% |
| 1Y | -23.8% | -37.4% | +13.6% | -24.2% |
| 3Y | -33.6% | +55.8% | -89.4% | -35.4% |
| 5Y | -35.7% | -67.8% | +32.1% | -42.0% |
| All | -48.3% | -57.1% | +8.8% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling