-5.6%
CLX vs IRE
-97.7%
+92.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.8% | +16.8% | +0.8% |
| 7D | +13.6% | -41.9% | +55.5% | +13.0% |
| 30D | +29.1% | -75.1% | +104.1% | +27.2% |
| 3M | +1.6% | -82.4% | +84.0% | +0.1% |
| 6M | +18.7% | -95.5% | +114.3% | +16.8% |
| YTD | +11.1% | -93.1% | +104.2% | +10.0% |
| 1Y | +7.0% | -97.8% | +104.8% | +4.5% |
| All | -5.6% | -97.7% | +92.1% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling