-30.9%
CLX vs PL
+45.6%
-76.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +13.6% | +5.6% | +8.0% | +13.7% |
| 30D | +29.1% | -16.9% | +46.0% | +29.0% |
| 3M | +1.6% | -38.2% | +39.8% | +1.4% |
| 6M | +18.7% | -63.4% | +82.2% | +18.3% |
| YTD | +11.1% | -27.6% | +38.7% | +10.5% |
| 1Y | +7.0% | +6.6% | +0.4% | +6.3% |
| 3Y | -10.0% | +557.6% | -567.6% | -13.3% |
| 5Y | -22.6% | +39.5% | -62.1% | -26.1% |
| All | -30.9% | +45.6% | -76.5% | -34.3% |
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