+2,737.8%
CLX vs ETR
+4,610.8%
-1,872.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | +28.5% | +7.7% | +20.8% | +26.3% |
| 3M | +1.3% | +5.7% | -4.4% | 0.0% |
| 6M | +23.4% | -0.3% | +23.6% | +23.3% |
| YTD | +11.4% | +23.4% | -12.0% | +5.6% |
| 1Y | +6.9% | +18.5% | -11.6% | +2.3% |
| 3Y | -9.8% | +155.6% | -165.3% | -28.9% |
| 5Y | -22.7% | +158.7% | -181.4% | -39.7% |
| 10Y | +28.7% | +377.8% | -349.0% | -15.4% |
| All | +2,737.8% | +4,610.8% | -1,872.9% | +959.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling