-23.8%
CLX vs M
+31.9%
-55.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.3% |
| 7D | -3.5% | +2.4% | -5.9% | -3.8% |
| 30D | -11.9% | -11.6% | -0.3% | -10.7% |
| 3M | -2.6% | +1.6% | -4.2% | -2.6% |
| 6M | -18.2% | +25.2% | -43.4% | -19.7% |
| YTD | -5.9% | +3.8% | -9.7% | -7.0% |
| 1Y | -23.8% | +36.3% | -60.2% | -26.9% |
| All | -23.8% | +31.9% | -55.8% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling