-12.7%
CLX vs PCOR
+43.8%
-56.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +13.6% | +22.7% | -9.1% | +12.9% |
| 30D | +23.4% | +37.5% | -14.1% | +22.5% |
| 3M | -2.8% | +35.2% | -38.0% | -3.4% |
| 6M | +14.0% | +42.2% | -28.3% | +13.0% |
| YTD | +4.2% | +3.6% | +0.6% | +3.7% |
| 1Y | -1.2% | -4.8% | +3.6% | -1.6% |
| 3Y | -12.7% | +48.3% | -61.0% | -15.1% |
| All | -12.7% | +43.8% | -56.5% | -15.1% |
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