+95.8%
CLX vs NWSA
+102.5%
-6.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.8% |
| 7D | +9.5% | +2.2% | +7.3% | +9.2% |
| 30D | +30.7% | -8.8% | +39.5% | +32.0% |
| 3M | +4.2% | -6.5% | +10.7% | +4.9% |
| 6M | +22.1% | +1.5% | +20.6% | +21.8% |
| YTD | +14.1% | +4.0% | +10.0% | +13.3% |
| 1Y | +10.3% | +3.4% | +6.9% | +9.6% |
| 3Y | -7.8% | +34.8% | -42.7% | -11.4% |
| 5Y | -20.8% | +18.4% | -39.2% | -23.9% |
| 10Y | +31.9% | +149.2% | -117.3% | +12.0% |
| All | +95.8% | +102.5% | -6.8% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling