-12.7%
CLX vs PR
+64.2%
-76.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.4% |
| 7D | +13.6% | -16.4% | +30.0% | +12.3% |
| 30D | +23.4% | -1.9% | +25.3% | +23.1% |
| 3M | -2.8% | +8.0% | -10.8% | -2.5% |
| 6M | +14.0% | +4.1% | +9.9% | +14.5% |
| YTD | +4.2% | +58.7% | -54.5% | +3.8% |
| 1Y | -1.2% | +75.8% | -77.0% | -1.5% |
| 3Y | -12.7% | +73.2% | -85.8% | -12.5% |
| All | -12.7% | +64.2% | -76.9% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling