+0.3%
CLX vs P
+4.1%
-3.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | +0.5% |
| 7D | +13.6% | -23.8% | +37.4% | +11.5% |
| 30D | +23.4% | -36.6% | +60.0% | +20.0% |
| 3M | -2.8% | +10.9% | -13.7% | -1.8% |
| 6M | +14.0% | +30.0% | -16.0% | +17.3% |
| YTD | +4.2% | +44.4% | -40.2% | +7.1% |
| All | +0.3% | +4.1% | -3.8% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling