-27.1%
CLX vs PR
+218.9%
-246.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.4% |
| 7D | +12.4% | -16.5% | +29.0% | +12.0% |
| 30D | +21.1% | -4.5% | +25.6% | +20.9% |
| 3M | -3.3% | +8.5% | -11.9% | -3.2% |
| 6M | +18.8% | -3.3% | +22.2% | +18.9% |
| YTD | +3.9% | +55.7% | -51.8% | +3.5% |
| 1Y | -3.8% | +82.0% | -85.9% | -4.2% |
| 3Y | -10.5% | +62.5% | -73.0% | -11.0% |
| All | -27.1% | +218.9% | -246.0% | -27.4% |
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 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