-22.6%
CLX vs PL
+31.5%
-54.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +9.5% | +10.0% | -0.5% | +9.5% |
| 30D | +30.7% | -2.3% | +33.0% | +30.7% |
| 3M | +4.2% | -44.2% | +48.4% | +4.0% |
| 6M | +22.1% | -66.1% | +88.2% | +21.7% |
| YTD | +14.1% | -30.0% | +44.0% | +13.5% |
| 1Y | +10.3% | +21.0% | -10.7% | +9.5% |
| 3Y | -7.8% | +516.5% | -524.3% | -11.0% |
| All | -22.6% | +31.5% | -54.2% | -25.4% |
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