-25.4%
CLX vs IT
-30.5%
+5.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -4.9% | -9.1% | +4.2% | -4.0% |
| 30D | -15.8% | -12.2% | -3.7% | -14.7% |
| 3M | -7.9% | +7.8% | -15.7% | -9.5% |
| 6M | -19.0% | +2.0% | -21.0% | -20.5% |
| YTD | -7.9% | -32.7% | +24.8% | -7.8% |
| 1Y | -25.4% | -31.1% | +5.7% | -25.8% |
| All | -25.4% | -30.5% | +5.1% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling