-20.8%
CLX vs NTR
+97.9%
-118.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | -5.7% | -1.3% | -4.4% | -5.7% |
| 30D | -17.0% | +16.8% | -33.8% | -17.0% |
| 3M | -9.7% | +20.7% | -30.4% | -9.7% |
| 6M | -19.8% | +0.5% | -20.4% | -19.8% |
| YTD | -9.8% | +29.2% | -39.0% | -10.2% |
| 1Y | -26.2% | +39.6% | -65.8% | -26.5% |
| 3Y | -36.2% | +37.9% | -74.1% | -36.5% |
| 5Y | -38.3% | +47.1% | -85.4% | -39.0% |
| All | -20.8% | +97.9% | -118.7% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling