-34.0%
CLX vs PR
+433.6%
-467.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -9.2% | +2.9% | -12.1% | -9.2% |
| 30D | -11.0% | +18.0% | -29.1% | -10.8% |
| 3M | +5.0% | +16.9% | -11.8% | +5.3% |
| 6M | -18.8% | +28.2% | -47.0% | -18.8% |
| YTD | -4.4% | +69.3% | -73.7% | -4.6% |
| 1Y | -21.9% | +69.5% | -91.4% | -22.0% |
| 3Y | -32.8% | +81.7% | -114.4% | -33.0% |
| All | -34.0% | +433.6% | -467.6% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling