+2,336.0%
CLX vs ETR
+4,412.2%
-2,076.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -9.2% | +1.4% | -10.7% | -9.6% |
| 30D | -11.0% | +1.0% | -12.0% | -11.3% |
| 3M | +5.0% | -1.3% | +6.3% | +5.3% |
| 6M | -18.8% | +1.9% | -20.7% | -19.4% |
| YTD | -4.4% | +18.2% | -22.6% | -8.4% |
| 1Y | -21.9% | +24.7% | -46.5% | -26.2% |
| 3Y | -32.8% | +150.7% | -183.4% | -46.8% |
| 5Y | -34.6% | +127.0% | -161.6% | -47.4% |
| 10Y | -4.7% | +295.5% | -300.2% | -34.7% |
| All | +2,336.0% | +4,412.2% | -2,076.3% | +818.6% |
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