-35.2%
CLX vs PL
+28.1%
-63.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | +0.3% |
| 7D | +13.6% | -6.8% | +20.4% | +13.6% |
| 30D | +23.4% | -29.3% | +52.7% | +23.2% |
| 3M | -2.8% | -44.8% | +41.9% | -3.1% |
| 6M | +14.0% | -68.4% | +82.4% | +13.6% |
| YTD | +4.2% | -36.4% | +40.5% | +3.6% |
| 1Y | -1.2% | +0.7% | -1.9% | -1.9% |
| 3Y | -12.7% | +455.3% | -468.0% | -15.8% |
| 5Y | -26.5% | +22.7% | -49.2% | -29.8% |
| All | -35.2% | +28.1% | -63.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling