+70.7%
CLX vs ESI
+182.6%
-112.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.2% |
| 7D | +13.6% | -8.5% | +22.1% | +14.0% |
| 30D | +23.4% | -15.7% | +39.0% | +24.1% |
| 3M | -2.8% | -18.2% | +15.4% | -2.2% |
| 6M | +14.0% | -28.8% | +42.8% | +15.1% |
| YTD | +4.2% | +26.3% | -22.1% | +2.0% |
| 1Y | -1.2% | +18.2% | -19.4% | -2.9% |
| 3Y | -12.7% | +68.1% | -80.8% | -16.1% |
| 5Y | -26.5% | +28.8% | -55.3% | -29.1% |
| 10Y | +20.2% | +329.8% | -309.6% | +10.4% |
| All | +70.7% | +182.6% | -112.0% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling