+173.3%
CLX vs ET
+1,435.7%
-1,262.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.5% | +0.4% | -4.0% | -3.6% |
| 30D | -11.9% | +6.9% | -18.7% | -12.2% |
| 3M | -2.6% | +13.1% | -15.7% | -3.2% |
| 6M | -18.2% | +18.7% | -36.9% | -18.9% |
| YTD | -5.9% | +37.4% | -43.3% | -7.5% |
| 1Y | -23.8% | +34.8% | -58.7% | -25.0% |
| 3Y | -33.6% | +96.8% | -130.4% | -36.0% |
| 5Y | -35.7% | +238.2% | -273.9% | -39.9% |
| 10Y | -2.5% | +159.4% | -161.9% | -9.1% |
| All | +173.3% | +1,435.7% | -1,262.4% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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