-18.8%
CLX vs PR
+31.3%
-50.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -2.0% |
| 7D | -9.2% | +2.9% | -12.1% | -7.9% |
| 30D | -11.0% | +18.0% | -29.1% | -3.3% |
| 3M | +5.0% | +16.9% | -11.8% | +13.8% |
| 6M | -18.8% | +28.2% | -47.0% | -7.6% |
| All | -18.8% | +31.3% | -50.1% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling