-26.9%
CLX vs M
-11.5%
-15.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.8% | +0.6% |
| 7D | +13.6% | -4.3% | +17.9% | +13.9% |
| 30D | +23.4% | +1.3% | +22.1% | +23.2% |
| 3M | -2.8% | -7.4% | +4.5% | -2.4% |
| 6M | +14.0% | +18.3% | -4.4% | +12.6% |
| YTD | +4.2% | +7.6% | -3.4% | +3.3% |
| 1Y | -1.2% | +17.4% | -18.6% | -2.5% |
| 3Y | -12.7% | +108.4% | -121.0% | -18.2% |
| All | -26.9% | -11.5% | -15.5% | -31.2% |
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