+6.9%
CLX vs PR
+73.4%
-66.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | +1.0% |
| 7D | +7.8% | -0.5% | +8.3% | +7.7% |
| 30D | +28.5% | -4.6% | +33.1% | +27.1% |
| 3M | +1.3% | +4.7% | -3.4% | +2.8% |
| 6M | +23.4% | +12.4% | +10.9% | +27.8% |
| YTD | +11.4% | +62.9% | -51.5% | +3.5% |
| 1Y | +6.9% | +70.6% | -63.7% | -1.0% |
| All | +6.9% | +73.4% | -66.5% | -1.0% |
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