+2,297.8%
CLX vs PPG
+2,691.0%
-393.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | -3.5% | 0.0% | -3.6% | -3.6% |
| 30D | -11.9% | -7.8% | -4.1% | -10.1% |
| 3M | -2.6% | -2.2% | -0.4% | -2.2% |
| 6M | -18.2% | +4.1% | -22.3% | -19.2% |
| YTD | -5.9% | +9.1% | -15.0% | -8.2% |
| 1Y | -23.8% | +1.0% | -24.8% | -24.4% |
| 3Y | -33.6% | -13.3% | -20.3% | -32.3% |
| 5Y | -35.7% | -19.2% | -16.5% | -34.5% |
| 10Y | -2.5% | +25.9% | -28.4% | -15.1% |
| All | +2,297.8% | +2,691.0% | -393.2% | +748.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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