-5.6%
CLX vs NTR
+36.7%
-42.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.0% | +1.7% | +5.9% |
| 7D | +14.2% | +4.3% | +9.8% | +14.4% |
| 30D | +22.7% | +2.6% | +20.1% | +22.8% |
| 3M | -2.8% | +8.5% | -11.3% | -2.2% |
| 6M | +17.7% | -3.3% | +21.0% | +18.0% |
| YTD | +3.3% | +19.6% | -16.3% | -1.5% |
| 1Y | -5.6% | +37.6% | -43.2% | -10.9% |
| All | -5.6% | +36.7% | -42.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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