-4.4%
CLX vs NTRS
+259.9%
-264.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -5.7% | +1.4% | -7.1% | -5.8% |
| 30D | -17.0% | -0.7% | -16.4% | -17.0% |
| 3M | -9.7% | +11.3% | -21.0% | -10.5% |
| 6M | -19.8% | +35.5% | -55.4% | -21.8% |
| YTD | -9.8% | +40.6% | -50.4% | -12.3% |
| 1Y | -26.2% | +49.2% | -75.4% | -28.6% |
| 3Y | -36.2% | +167.2% | -203.4% | -41.1% |
| 5Y | -38.3% | +94.9% | -133.3% | -42.6% |
| All | -4.4% | +259.9% | -264.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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