-3.3%
CLX vs ETR
+298.4%
-301.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -5.9% | -1.9% | -4.0% | -5.4% |
| 30D | -17.0% | -0.2% | -16.8% | -17.0% |
| 3M | -9.6% | -3.7% | -5.8% | -8.8% |
| 6M | -21.5% | +2.1% | -23.6% | -22.2% |
| YTD | -8.8% | +16.5% | -25.3% | -12.8% |
| 1Y | -24.7% | +22.5% | -47.2% | -29.1% |
| 3Y | -35.6% | +144.7% | -180.3% | -50.5% |
| 5Y | -37.6% | +125.2% | -162.8% | -51.5% |
| All | -3.3% | +298.4% | -301.6% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ETR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling