-29.1%
CLX vs PL
+40.9%
-70.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +9.5% | +10.0% | -0.5% | +9.5% |
| 30D | +30.7% | -2.3% | +33.0% | +30.7% |
| 3M | +4.2% | -44.2% | +48.4% | +4.0% |
| 6M | +22.1% | -66.1% | +88.2% | +21.7% |
| YTD | +14.1% | -30.0% | +44.0% | +13.4% |
| 1Y | +10.3% | +21.0% | -10.7% | +9.5% |
| 3Y | -7.8% | +516.5% | -524.3% | -11.1% |
| 5Y | -20.8% | +32.0% | -52.9% | -24.0% |
| All | -29.1% | +40.9% | -70.0% | -32.6% |
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