-17.3%
CLX vs NTR
+103.6%
-120.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.6% |
| 7D | -3.5% | +3.8% | -7.4% | -3.6% |
| 30D | -11.9% | +25.2% | -37.1% | -11.9% |
| 3M | -2.6% | +21.0% | -23.6% | -2.7% |
| 6M | -18.2% | +7.6% | -25.8% | -18.2% |
| YTD | -5.9% | +32.9% | -38.8% | -6.2% |
| 1Y | -23.8% | +43.1% | -66.9% | -24.2% |
| 3Y | -33.6% | +41.6% | -75.2% | -33.9% |
| 5Y | -35.7% | +54.8% | -90.4% | -36.4% |
| All | -17.3% | +103.6% | -120.9% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling