-27.1%
CLX vs P
+235.5%
-262.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.4% | +16.9% | -0.1% |
| 7D | +12.4% | -31.9% | +44.3% | +11.0% |
| 30D | +21.1% | -36.5% | +57.6% | +19.4% |
| 3M | -3.3% | +11.6% | -14.9% | -2.9% |
| 6M | +18.8% | +25.2% | -6.4% | +20.2% |
| YTD | +3.9% | +39.4% | -35.5% | +5.3% |
| 1Y | -3.8% | -3.7% | -0.1% | -2.9% |
| 3Y | -10.5% | +167.3% | -177.8% | -9.6% |
| All | -27.1% | +235.5% | -262.6% | -26.5% |
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