+7.0%
CLX vs PL
+7.9%
-0.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +13.6% | +5.6% | +8.0% | +13.8% |
| 30D | +29.1% | -16.9% | +46.0% | +28.5% |
| 3M | +1.6% | -38.2% | +39.8% | +0.2% |
| 6M | +18.7% | -63.4% | +82.2% | +15.7% |
| YTD | +11.1% | -27.6% | +38.7% | +9.3% |
| 1Y | +7.0% | +6.6% | +0.4% | +5.2% |
| All | +7.0% | +7.9% | -0.9% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling