+29.3%
CLX vs IRM
+481.3%
-452.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +13.6% | -5.1% | +18.7% | +14.5% |
| 30D | +29.1% | -3.3% | +32.3% | +29.5% |
| 3M | +1.6% | -8.2% | +9.7% | +2.8% |
| 6M | +18.7% | -12.8% | +31.5% | +20.8% |
| YTD | +11.1% | +36.6% | -25.5% | +3.7% |
| 1Y | +7.0% | +11.9% | -4.9% | +3.5% |
| 3Y | -10.0% | +105.1% | -115.1% | -24.5% |
| 5Y | -22.6% | +182.4% | -205.0% | -40.1% |
| 10Y | +29.3% | +505.1% | -475.8% | -19.0% |
| All | +29.3% | +481.3% | -452.0% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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