-21.9%
CLX vs ES
+16.6%
-38.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -9.2% | +0.3% | -9.5% | -9.3% |
| 30D | -11.0% | -2.0% | -9.1% | -10.7% |
| 3M | +5.0% | +1.7% | +3.4% | +4.8% |
| 6M | -18.8% | -3.5% | -15.3% | -18.5% |
| YTD | -4.4% | +7.9% | -12.3% | -5.4% |
| 1Y | -21.9% | +17.2% | -39.0% | -18.8% |
| All | -21.9% | +16.6% | -38.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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