-22.7%
CLX vs P
+272.9%
-295.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | +0.4% |
| 7D | +7.8% | -4.7% | +12.5% | +7.6% |
| 30D | +28.5% | -31.4% | +60.0% | +27.1% |
| 3M | +1.3% | -2.6% | +4.0% | +1.4% |
| 6M | +23.4% | +21.9% | +1.4% | +25.0% |
| YTD | +11.4% | +58.9% | -47.6% | +13.4% |
| 1Y | +6.9% | +21.7% | -14.8% | +8.6% |
| 3Y | -9.8% | +193.3% | -203.1% | -8.3% |
| 5Y | -22.7% | +275.1% | -297.8% | -21.6% |
| All | -22.7% | +272.9% | -295.6% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling