+9.5%
CLX vs PR
+147.8%
-138.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.4% |
| 7D | +12.4% | -16.5% | +29.0% | +11.8% |
| 30D | +21.1% | -4.5% | +25.6% | +21.0% |
| 3M | -3.3% | +8.5% | -11.9% | -3.0% |
| 6M | +18.8% | -3.3% | +22.2% | +18.9% |
| YTD | +3.9% | +55.7% | -51.8% | +5.6% |
| 1Y | -3.8% | +82.0% | -85.9% | -1.8% |
| 3Y | -10.5% | +62.5% | -73.0% | -8.6% |
| 5Y | -26.7% | +223.9% | -250.6% | -22.3% |
| 10Y | +19.9% | +64.2% | -44.3% | +45.8% |
| All | +9.5% | +147.8% | -138.3% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling