-18.8%
CLX vs IRE
-84.4%
+65.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +14.0% | -15.3% | -1.1% |
| 7D | -9.2% | +54.8% | -64.0% | -8.7% |
| 30D | -11.0% | +18.4% | -29.4% | -10.7% |
| 3M | +5.0% | -66.7% | +71.8% | +5.4% |
| 6M | -18.8% | -52.3% | +33.5% | -18.2% |
| YTD | -4.4% | -52.3% | +47.9% | -3.5% |
| All | -18.8% | -84.4% | +65.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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