-13.4%
CLX vs PCOR
+44.3%
-57.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +19.7% | -14.0% | +5.1% |
| 7D | +14.2% | +21.8% | -7.7% | +13.5% |
| 30D | +22.7% | +39.5% | -16.9% | +21.8% |
| 3M | -2.8% | +35.2% | -38.0% | -3.4% |
| 6M | +17.7% | +21.7% | -4.1% | +16.4% |
| YTD | +3.3% | +3.9% | -0.6% | +2.8% |
| 1Y | -5.6% | +6.9% | -12.6% | -6.2% |
| All | -13.4% | +44.3% | -57.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 3y: compounded portfolio wealth divided by compounded PCOR 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…
3y analysis · Full analysis span regression · 6 months rolling