-33.6%
CLX vs INDA
+10.1%
-43.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.2% |
| 7D | -3.5% | -1.0% | -2.6% | -3.3% |
| 30D | -11.9% | -2.5% | -9.3% | -11.3% |
| 3M | -2.6% | +4.0% | -6.6% | -3.6% |
| 6M | -18.2% | -1.8% | -16.4% | -18.1% |
| YTD | -5.9% | -9.2% | +3.3% | -5.0% |
| 1Y | -23.8% | -7.2% | -16.7% | -23.3% |
| 3Y | -33.6% | +9.8% | -43.4% | -39.6% |
| All | -33.6% | +10.1% | -43.7% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling