-2.5%
CLX vs M
-6.4%
+3.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.5% |
| 7D | -3.5% | +2.4% | -5.9% | -3.6% |
| 30D | -11.9% | -11.6% | -0.3% | -11.6% |
| 3M | -2.6% | +1.6% | -4.2% | -2.7% |
| 6M | -18.2% | +25.2% | -43.4% | -18.7% |
| YTD | -5.9% | +3.8% | -9.7% | -6.1% |
| 1Y | -23.8% | +36.3% | -60.2% | -24.6% |
| 3Y | -33.6% | +116.3% | -149.9% | -35.2% |
| 5Y | -35.7% | +28.2% | -63.9% | -36.9% |
| 10Y | -2.5% | -3.4% | +0.9% | -5.4% |
| All | -2.5% | -6.4% | +3.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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