-38.9%
CLX vs NYT
+38.8%
-77.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -5.7% | -0.6% | -5.1% | -5.6% |
| 30D | -17.0% | +4.6% | -21.6% | -17.3% |
| 3M | -9.7% | -9.6% | -0.1% | -9.1% |
| 6M | -19.8% | -14.0% | -5.8% | -19.1% |
| YTD | -9.8% | -2.8% | -7.0% | -9.8% |
| 1Y | -26.2% | +15.6% | -41.8% | -27.1% |
| 3Y | -36.2% | +56.3% | -92.5% | -38.4% |
| All | -38.9% | +38.8% | -77.7% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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