+211.6%
CLX vs MKTX
+1,445.7%
-1,234.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -3.5% | +0.4% | -4.0% | -3.6% |
| 30D | -11.9% | +1.0% | -12.8% | -12.0% |
| 3M | -2.6% | +41.3% | -43.9% | -6.5% |
| 6M | -18.2% | -11.3% | -6.8% | -17.6% |
| YTD | -5.9% | -8.6% | +2.7% | -5.6% |
| 1Y | -23.8% | -11.1% | -12.8% | -23.4% |
| 3Y | -33.6% | -24.5% | -9.1% | -32.8% |
| 5Y | -35.7% | -61.4% | +25.7% | -31.2% |
| 10Y | -2.5% | +6.8% | -9.3% | -7.9% |
| All | +211.6% | +1,445.7% | -1,234.1% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 all: compounded portfolio wealth divided by compounded MKTX 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…
all analysis · Full analysis span regression · 6 months rolling