+2,554.6%
CLX vs ES
+1,235.9%
+1,318.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.0% |
| 7D | +13.6% | +1.9% | +11.7% | +13.0% |
| 30D | +23.4% | +7.1% | +16.3% | +21.2% |
| 3M | -2.8% | -1.9% | -0.9% | -2.4% |
| 6M | +14.0% | +4.4% | +9.6% | +12.7% |
| YTD | +4.2% | +7.3% | -3.1% | +2.1% |
| 1Y | -1.2% | +2.1% | -3.3% | -2.1% |
| 3Y | -12.7% | +41.8% | -54.5% | -21.3% |
| 5Y | -26.5% | +1.4% | -27.9% | -28.4% |
| 10Y | +20.2% | +86.8% | -66.6% | -0.3% |
| All | +2,554.6% | +1,235.9% | +1,318.7% | +1,237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling