-34.0%
CLX vs ES
-5.6%
-28.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -9.2% | +0.3% | -9.5% | -9.3% |
| 30D | -11.0% | -2.0% | -9.1% | -10.5% |
| 3M | +5.0% | +1.7% | +3.4% | +4.5% |
| 6M | -18.8% | -3.5% | -15.3% | -18.0% |
| YTD | -4.4% | +7.9% | -12.3% | -6.9% |
| 1Y | -21.9% | +17.2% | -39.0% | -26.4% |
| 3Y | -32.8% | +29.3% | -62.1% | -39.7% |
| All | -34.0% | -5.6% | -28.4% | -35.4% |
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