-7.8%
CLX vs M
+158.0%
-165.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +1.0% |
| 7D | +9.5% | +7.0% | +2.5% | +8.8% |
| 30D | +30.7% | +8.9% | +21.8% | +29.7% |
| 3M | +4.2% | +4.5% | -0.3% | +3.7% |
| 6M | +22.1% | +36.2% | -14.1% | +19.2% |
| YTD | +14.1% | +15.1% | -1.1% | +12.3% |
| 1Y | +10.3% | +27.4% | -17.1% | +7.9% |
| 3Y | -7.8% | +160.1% | -167.9% | -10.7% |
| All | -7.8% | +158.0% | -165.8% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling