-12.9%
CLX vs PL
+403.1%
-416.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.1% | +10.7% | +0.4% |
| 7D | +12.4% | -20.5% | +33.0% | +12.0% |
| 30D | +21.1% | -38.8% | +59.9% | +20.2% |
| 3M | -3.3% | -49.1% | +45.8% | -4.3% |
| 6M | +18.8% | -69.4% | +88.2% | +16.8% |
| YTD | +3.9% | -42.3% | +46.2% | +3.0% |
| 1Y | -3.8% | -14.2% | +10.4% | -4.3% |
| All | -12.9% | +403.1% | -416.0% | -12.9% |
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