-26.9%
CLX vs ES
+1.4%
-28.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.2% |
| 7D | +13.6% | +1.9% | +11.7% | +12.9% |
| 30D | +23.4% | +7.1% | +16.3% | +20.6% |
| 3M | -2.8% | -1.9% | -0.9% | -2.3% |
| 6M | +14.0% | +4.4% | +9.6% | +12.4% |
| YTD | +4.2% | +7.3% | -3.1% | +1.6% |
| 1Y | -1.2% | +2.1% | -3.3% | -2.5% |
| 3Y | -12.7% | +41.8% | -54.5% | -24.4% |
| All | -26.9% | +1.4% | -28.4% | -30.4% |
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