-31.6%
CLX vs PL
+46.6%
-78.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +14.5% | -8.9% | +5.6% |
| 7D | +17.4% | +10.9% | +6.5% | +17.4% |
| 30D | +27.8% | -16.4% | +44.1% | +27.7% |
| 3M | +3.0% | -39.9% | +43.0% | +2.8% |
| 6M | +17.5% | -63.2% | +80.7% | +17.1% |
| YTD | +10.0% | -27.1% | +37.1% | +9.4% |
| 1Y | +3.3% | +12.2% | -8.9% | +2.6% |
| 3Y | -10.1% | +584.3% | -594.4% | -13.5% |
| 5Y | -23.7% | +37.0% | -60.7% | -26.7% |
| All | -31.6% | +46.6% | -78.3% | -35.0% |
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