+10.3%
CLX vs ETR
+19.3%
-9.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +9.5% | +1.2% | +8.3% | +9.1% |
| 30D | +30.7% | +7.0% | +23.7% | +28.4% |
| 3M | +4.2% | +4.6% | -0.4% | +2.7% |
| 6M | +22.1% | +0.1% | +22.0% | +21.2% |
| YTD | +14.1% | +23.2% | -9.1% | +8.7% |
| 1Y | +10.3% | +20.6% | -10.3% | +6.3% |
| All | +10.3% | +19.3% | -9.0% | +6.3% |
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