-36.8%
CLX vs INDA
+5.9%
-42.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -4.9% | -2.6% | -2.3% | -4.3% |
| 30D | -15.8% | -2.9% | -12.9% | -15.2% |
| 3M | -7.9% | +2.4% | -10.3% | -8.4% |
| 6M | -19.0% | -2.6% | -16.4% | -18.7% |
| YTD | -7.9% | -10.0% | +2.0% | -6.3% |
| 1Y | -25.4% | -7.7% | -17.7% | -24.4% |
| 3Y | -35.0% | +8.9% | -43.9% | -36.8% |
| 5Y | -36.8% | +6.0% | -42.7% | -38.9% |
| All | -36.8% | +5.9% | -42.7% | -38.9% |
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