-25.4%
CLX vs MTB
+22.9%
-48.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.9% | +1.1% | -6.0% | -5.3% |
| 30D | -15.8% | -4.6% | -11.2% | -14.5% |
| 3M | -7.9% | +6.3% | -14.2% | -9.1% |
| 6M | -19.0% | +15.6% | -34.6% | -21.6% |
| YTD | -7.9% | +20.6% | -28.5% | -12.6% |
| 1Y | -25.4% | +22.5% | -47.9% | -28.6% |
| All | -25.4% | +22.9% | -48.3% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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