-13.4%
CLX vs PL
+459.7%
-473.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.4% | +12.1% | +5.6% |
| 7D | +14.2% | -11.7% | +25.9% | +14.0% |
| 30D | +22.7% | -27.1% | +49.8% | +22.1% |
| 3M | -2.8% | -44.6% | +41.8% | -3.6% |
| 6M | +17.7% | -67.2% | +84.9% | +15.9% |
| YTD | +3.3% | -35.9% | +39.2% | +2.6% |
| 1Y | -5.6% | -0.4% | -5.2% | -5.9% |
| All | -13.4% | +459.7% | -473.1% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling