-21.8%
CLX vs INDA
+9.0%
-30.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +8.5% | +3.1% | +5.5% | +7.6% |
| 30D | +30.0% | +9.1% | +20.9% | +26.9% |
| 3M | +3.8% | +3.2% | +0.6% | +2.8% |
| 6M | +24.6% | +8.5% | +16.1% | +21.9% |
| YTD | +12.8% | -4.6% | +17.4% | +13.0% |
| 1Y | +8.6% | -5.5% | +14.1% | +9.0% |
| 3Y | -8.6% | +16.7% | -25.4% | -13.1% |
| 5Y | -21.8% | +9.0% | -30.7% | -27.2% |
| All | -21.8% | +9.0% | -30.8% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling