-14.9%
CLX vs IT
-52.6%
+37.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.6% |
| 7D | +13.6% | -16.9% | +30.5% | +15.3% |
| 30D | +23.4% | +2.3% | +21.0% | +22.6% |
| 3M | -2.8% | +2.9% | -5.7% | -3.6% |
| 6M | +14.0% | +25.9% | -11.9% | +10.7% |
| YTD | +4.2% | -24.6% | +28.8% | +3.8% |
| 1Y | -1.2% | -16.0% | +14.9% | -2.3% |
| All | -14.9% | -52.6% | +37.7% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling