-40.6%
CLX vs PL
+84.9%
-125.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.1% |
| 3M | +5.0% | -58.4% | +63.4% | +4.8% |
| 6M | -18.8% | -30.3% | +11.5% | -19.1% |
| YTD | -4.4% | -8.1% | +3.7% | -4.8% |
| 1Y | -21.9% | +180.5% | -202.3% | -22.6% |
| 3Y | -32.8% | +444.1% | -476.9% | -34.8% |
| 5Y | -34.6% | +83.0% | -117.6% | -37.9% |
| All | -40.6% | +84.9% | -125.5% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling