-36.8%
CLX vs NWSA
+40.1%
-76.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -4.9% | -3.1% | -1.9% | -4.5% |
| 30D | -15.8% | +4.3% | -20.1% | -16.3% |
| 3M | -7.9% | +9.2% | -17.2% | -9.1% |
| 6M | -19.0% | +21.6% | -40.6% | -21.0% |
| YTD | -7.9% | +14.2% | -22.2% | -9.7% |
| 1Y | -25.4% | +1.8% | -27.1% | -26.0% |
| 3Y | -35.0% | +44.4% | -79.5% | -38.0% |
| 5Y | -36.8% | +41.0% | -77.7% | -42.1% |
| All | -36.8% | +40.1% | -76.8% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling