-3.3%
CLX vs IT
+92.9%
-96.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | -5.9% | -12.7% | +6.9% | -5.0% |
| 30D | -17.0% | -8.9% | -8.1% | -16.5% |
| 3M | -9.6% | +10.1% | -19.7% | -10.4% |
| 6M | -21.5% | +7.3% | -28.8% | -22.2% |
| YTD | -8.8% | -32.4% | +23.6% | -7.7% |
| 1Y | -24.7% | -26.6% | +2.0% | -24.1% |
| 3Y | -35.6% | -51.8% | +16.2% | -34.0% |
| 5Y | -37.6% | -45.6% | +8.0% | -36.7% |
| All | -3.3% | +92.9% | -96.2% | -8.8% |
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