+0.7%
CLX vs PR
+169.5%
-168.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.4% |
| 7D | -9.2% | +2.9% | -12.1% | -9.1% |
| 30D | -11.0% | +18.0% | -29.1% | -10.5% |
| 3M | +5.0% | +16.9% | -11.8% | +5.7% |
| 6M | -18.8% | +28.2% | -47.0% | -18.0% |
| YTD | -4.4% | +69.3% | -73.7% | -2.6% |
| 1Y | -21.9% | +69.5% | -91.4% | -20.4% |
| 3Y | -32.8% | +81.7% | -114.4% | -31.0% |
| 5Y | -34.6% | +422.2% | -456.8% | -29.4% |
| 10Y | -4.7% | +110.4% | -115.1% | +16.6% |
| All | +0.7% | +169.5% | -168.8% | +20.9% |
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