-34.0%
CLX vs M
+27.3%
-61.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.5% |
| 7D | -9.2% | +4.7% | -14.0% | -9.5% |
| 30D | -11.0% | -9.6% | -1.4% | -10.5% |
| 3M | +5.0% | +0.9% | +4.2% | +4.9% |
| 6M | -18.8% | +22.3% | -41.1% | -19.9% |
| YTD | -4.4% | +6.5% | -10.9% | -5.0% |
| 1Y | -21.9% | +38.8% | -60.6% | -23.6% |
| 3Y | -32.8% | +115.9% | -148.7% | -36.8% |
| All | -34.0% | +27.3% | -61.3% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling