-22.7%
CLX vs ES
+3.8%
-26.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +7.8% | +0.1% | +7.7% | +7.7% |
| 30D | +28.5% | +6.7% | +21.8% | +25.8% |
| 3M | +1.3% | +0.3% | +1.0% | +1.1% |
| 6M | +23.4% | +7.4% | +16.0% | +20.5% |
| YTD | +11.4% | +8.4% | +3.0% | +8.2% |
| 1Y | +6.9% | +0.6% | +6.3% | +5.9% |
| 3Y | -9.8% | +50.6% | -60.4% | -23.7% |
| 5Y | -22.7% | +4.8% | -27.5% | -27.0% |
| All | -22.7% | +3.8% | -26.5% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling