+29.3%
CLX vs P
+691.2%
-661.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.0% |
| 7D | +13.6% | -13.3% | +27.0% | +13.5% |
| 30D | +29.1% | -34.0% | +63.0% | +28.7% |
| 3M | +1.6% | +4.1% | -2.5% | +1.6% |
| 6M | +18.7% | +30.5% | -11.8% | +18.9% |
| YTD | +11.1% | +52.2% | -41.1% | +11.2% |
| 1Y | +7.0% | +10.3% | -3.3% | +7.2% |
| 3Y | -10.0% | +180.9% | -190.9% | -11.5% |
| 5Y | -22.6% | +259.7% | -282.4% | -24.6% |
| 10Y | +29.3% | +652.6% | -623.3% | +22.3% |
| All | +29.3% | +691.2% | -661.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling