+56.6%
CLX vs ESI
+224.6%
-168.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.4% |
| 7D | -9.2% | +3.3% | -12.6% | -9.4% |
| 30D | -11.0% | -5.9% | -5.2% | -10.8% |
| 3M | +5.0% | -14.1% | +19.1% | +5.4% |
| 6M | -18.8% | +6.6% | -25.4% | -19.6% |
| YTD | -4.4% | +45.0% | -49.4% | -6.8% |
| 1Y | -21.9% | +41.5% | -63.3% | -23.8% |
| 3Y | -32.8% | +78.8% | -111.5% | -35.5% |
| 5Y | -34.6% | +70.9% | -105.4% | -37.4% |
| 10Y | -4.7% | +317.1% | -321.8% | -12.6% |
| All | +56.6% | +224.6% | -168.0% | +55.0% |
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