+2,245.9%
CLX vs NYT
+754.7%
+1,491.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.9% |
| 7D | -4.9% | -1.6% | -3.3% | -4.7% |
| 30D | -15.8% | +2.8% | -18.6% | -16.1% |
| 3M | -7.9% | -9.2% | +1.3% | -7.0% |
| 6M | -19.0% | -17.1% | -1.9% | -17.3% |
| YTD | -7.9% | -3.2% | -4.7% | -7.9% |
| 1Y | -25.4% | +15.7% | -41.1% | -27.1% |
| 3Y | -35.0% | +55.7% | -90.7% | -39.3% |
| 5Y | -36.8% | +39.4% | -76.1% | -41.0% |
| 10Y | -1.4% | +485.6% | -487.0% | -26.5% |
| All | +2,245.9% | +754.7% | +1,491.2% | +1,271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling