+28.4%
CLX vs IT
+88.9%
-60.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +13.6% | -7.5% | +21.1% | +14.2% |
| 30D | +29.1% | -1.2% | +30.2% | +28.9% |
| 3M | +1.6% | -2.2% | +3.8% | +1.4% |
| 6M | +18.7% | +19.1% | -0.4% | +16.6% |
| YTD | +11.1% | -25.1% | +36.2% | +11.4% |
| 1Y | +7.0% | -17.4% | +24.4% | +6.7% |
| 3Y | -10.0% | -54.1% | +44.1% | -7.8% |
| 5Y | -22.6% | -42.7% | +20.0% | -22.1% |
| All | +28.4% | +88.9% | -60.5% | +19.0% |
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