+18.4%
CLX vs P
+449.6%
-431.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.4% | +16.9% | +0.4% |
| 7D | +12.4% | -31.9% | +44.3% | +12.1% |
| 30D | +21.1% | -36.5% | +57.6% | +20.8% |
| 3M | -3.3% | +11.6% | -14.9% | -3.3% |
| 6M | +18.8% | +25.2% | -6.4% | +18.9% |
| YTD | +3.9% | +39.4% | -35.5% | +3.9% |
| 1Y | -3.8% | -3.7% | -0.1% | -3.7% |
| 3Y | -10.5% | +167.3% | -177.8% | -12.0% |
| 5Y | -26.7% | +237.3% | -264.0% | -28.5% |
| 10Y | +19.9% | +698.6% | -678.7% | +12.8% |
| All | +18.4% | +449.6% | -431.3% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling