-25.4%
CLX vs ETR
+26.7%
-52.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | -15.8% | +2.0% | -17.9% | -16.1% |
| 3M | -7.9% | -1.7% | -6.2% | -7.7% |
| 6M | -19.0% | +3.6% | -22.6% | -19.3% |
| YTD | -7.9% | +18.0% | -26.0% | -8.2% |
| 1Y | -25.4% | +26.2% | -51.6% | -22.7% |
| All | -25.4% | +26.7% | -52.1% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling