-12.9%
CLX vs PR
+61.1%
-74.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.2% |
| 7D | +12.4% | -16.5% | +29.0% | +11.1% |
| 30D | +21.1% | -4.5% | +25.6% | +20.6% |
| 3M | -3.3% | +8.5% | -11.9% | -3.0% |
| 6M | +18.8% | -3.3% | +22.2% | +19.1% |
| YTD | +3.9% | +55.7% | -51.8% | +3.4% |
| 1Y | -3.8% | +82.0% | -85.9% | -4.3% |
| All | -12.9% | +61.1% | -74.1% | -12.8% |
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