+31.8%
CLX vs IT
+90.0%
-58.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +9.5% | +1.1% | +8.4% | +9.4% |
| 30D | +30.7% | -1.8% | +32.5% | +30.6% |
| 3M | +4.2% | +4.8% | -0.6% | +3.6% |
| 6M | +22.1% | +33.0% | -10.9% | +19.3% |
| YTD | +14.1% | -23.8% | +37.9% | +14.3% |
| 1Y | +10.3% | -16.5% | +26.8% | +9.9% |
| 3Y | -7.8% | -53.6% | +45.8% | -5.6% |
| 5Y | -20.8% | -42.1% | +21.3% | -20.4% |
| All | +31.8% | +90.0% | -58.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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