-24.7%
CLX vs INDA
-9.3%
-15.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.4% |
| 7D | -5.9% | -3.6% | -2.2% | -4.2% |
| 30D | -17.0% | -4.0% | -13.1% | -15.5% |
| 3M | -9.6% | +1.7% | -11.3% | -10.4% |
| 6M | -21.5% | -3.6% | -17.9% | -21.1% |
| YTD | -8.8% | -11.0% | +2.2% | -8.9% |
| 1Y | -24.7% | -9.5% | -15.2% | -24.3% |
| All | -24.7% | -9.3% | -15.4% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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