+64.0%
CLX vs NWSA
+127.4%
-63.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.1% |
| 7D | -9.2% | -1.9% | -7.4% | -9.0% |
| 30D | -11.0% | +4.6% | -15.6% | -11.5% |
| 3M | +5.0% | +13.2% | -8.2% | +3.5% |
| 6M | -18.8% | +27.0% | -45.8% | -21.0% |
| YTD | -4.4% | +16.8% | -21.2% | -6.3% |
| 1Y | -21.9% | +4.5% | -26.4% | -22.5% |
| 3Y | -32.8% | +46.2% | -79.0% | -36.0% |
| 5Y | -34.6% | +40.9% | -75.5% | -38.3% |
| 10Y | -4.7% | +145.1% | -149.8% | -18.8% |
| All | +64.0% | +127.4% | -63.4% | +41.9% |
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