-26.2%
CLX vs NWSA
+3.0%
-29.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -5.7% | -2.8% | -2.9% | -4.9% |
| 30D | -17.0% | +3.0% | -20.1% | -17.7% |
| 3M | -9.7% | +12.3% | -22.0% | -12.8% |
| 6M | -19.8% | +21.9% | -41.7% | -23.5% |
| YTD | -9.8% | +13.6% | -23.4% | -12.8% |
| 1Y | -26.2% | +0.5% | -26.7% | -29.6% |
| All | -26.2% | +3.0% | -29.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling