-32.0%
CLX vs PL
+454.1%
-486.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.3% |
| 7D | -9.2% | -9.3% | +0.1% | -9.3% |
| 30D | -11.0% | -18.9% | +7.9% | -11.3% |
| 3M | +5.0% | -58.4% | +63.4% | +4.3% |
| 6M | -18.8% | -30.3% | +11.5% | -19.3% |
| YTD | -4.4% | -8.1% | +3.7% | -4.9% |
| 1Y | -21.9% | +180.5% | -202.3% | -22.1% |
| All | -32.0% | +454.1% | -486.1% | -35.3% |
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 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