-36.2%
CLX vs NTRS
+168.2%
-204.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -5.7% | +1.4% | -7.1% | -5.9% |
| 30D | -17.0% | -0.7% | -16.4% | -17.0% |
| 3M | -9.7% | +11.3% | -21.0% | -11.0% |
| 6M | -19.8% | +35.5% | -55.4% | -23.3% |
| YTD | -9.8% | +40.6% | -50.4% | -14.4% |
| 1Y | -26.2% | +49.2% | -75.4% | -30.7% |
| 3Y | -36.2% | +167.2% | -203.4% | -47.9% |
| All | -36.2% | +168.2% | -204.3% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling