+2,773.4%
CLX vs ETR
+4,609.1%
-1,835.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +8.5% | +1.5% | +7.0% | +8.2% |
| 30D | +30.0% | +6.6% | +23.4% | +28.1% |
| 3M | +3.8% | +4.4% | -0.6% | +2.7% |
| 6M | +24.6% | -0.3% | +24.9% | +24.6% |
| YTD | +12.8% | +23.3% | -10.5% | +7.0% |
| 1Y | +8.6% | +18.9% | -10.3% | +3.9% |
| 3Y | -8.6% | +155.5% | -164.1% | -28.0% |
| 5Y | -21.8% | +159.9% | -181.7% | -39.1% |
| 10Y | +30.4% | +377.6% | -347.2% | -14.4% |
| All | +2,773.4% | +4,609.1% | -1,835.7% | +973.1% |
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