-37.6%
CLX vs NTR
+45.0%
-82.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | -1.0% |
| 7D | -5.9% | -2.5% | -3.4% | -5.9% |
| 30D | -17.0% | +17.0% | -34.1% | -16.9% |
| 3M | -9.6% | +22.2% | -31.8% | -9.3% |
| 6M | -21.5% | +5.2% | -26.7% | -21.4% |
| YTD | -8.8% | +29.7% | -38.5% | -8.9% |
| 1Y | -24.7% | +39.4% | -64.1% | -24.7% |
| 3Y | -35.6% | +38.2% | -73.8% | -35.7% |
| 5Y | -37.6% | +47.6% | -85.2% | -34.4% |
| All | -37.6% | +45.0% | -82.6% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling