-2.9%
CLX vs P
+705.1%
-708.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.3% |
| 7D | -9.2% | +6.5% | -15.8% | -9.2% |
| 30D | -11.0% | +18.8% | -29.9% | -11.0% |
| 3M | +5.0% | +26.7% | -21.7% | +5.2% |
| 6M | -18.8% | +62.2% | -81.0% | -18.7% |
| YTD | -4.4% | +48.5% | -52.9% | -4.3% |
| 1Y | -21.9% | +26.4% | -48.2% | -21.8% |
| 3Y | -32.8% | +159.4% | -192.2% | -33.8% |
| 5Y | -34.6% | +275.8% | -310.4% | -36.3% |
| All | -2.9% | +705.1% | -708.0% | -10.1% |
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