+7.0%
CLX vs PR
+67.7%
-60.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.3% |
| 7D | +13.6% | -9.5% | +23.1% | +11.0% |
| 30D | +29.1% | -5.7% | +34.7% | +27.2% |
| 3M | +1.6% | +3.0% | -1.4% | +2.6% |
| 6M | +18.7% | +11.8% | +6.9% | +22.5% |
| YTD | +11.1% | +58.5% | -47.4% | +2.6% |
| 1Y | +7.0% | +69.9% | -62.9% | -1.4% |
| All | +7.0% | +67.7% | -60.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling