+0.7%
CLX vs ESI
+313.2%
-312.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | -3.5% | +5.4% | -8.9% | -3.8% |
| 30D | -11.9% | -4.2% | -7.7% | -11.7% |
| 3M | -2.6% | -9.6% | +7.0% | -2.4% |
| 6M | -18.2% | +18.3% | -36.5% | -19.8% |
| YTD | -5.9% | +45.8% | -51.7% | -9.2% |
| 1Y | -23.8% | +39.2% | -63.0% | -26.4% |
| 3Y | -33.6% | +86.3% | -119.8% | -37.5% |
| 5Y | -35.7% | +76.2% | -111.9% | -39.8% |
| All | +0.7% | +313.2% | -312.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling