-26.7%
CLX vs PL
+11.6%
-38.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.1% | +10.7% | +0.5% |
| 7D | +12.4% | -20.5% | +33.0% | +12.3% |
| 30D | +21.1% | -38.8% | +59.9% | +20.9% |
| 3M | -3.3% | -49.1% | +45.8% | -3.6% |
| 6M | +18.8% | -69.4% | +88.2% | +18.3% |
| YTD | +3.9% | -42.3% | +46.2% | +3.3% |
| 1Y | -3.8% | -14.2% | +10.4% | -4.6% |
| 3Y | -10.5% | +398.7% | -409.2% | -13.7% |
| 5Y | -26.7% | +11.1% | -37.8% | -28.4% |
| All | -26.7% | +11.6% | -38.3% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling