-35.5%
CLX vs PSLV
+165.1%
-200.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.9% |
| 7D | -5.9% | -4.9% | -1.0% | -5.8% |
| 30D | -17.0% | -1.9% | -15.2% | -17.0% |
| 3M | -9.6% | +4.2% | -13.8% | -9.6% |
| 6M | -21.5% | -27.6% | +6.1% | -21.5% |
| YTD | -8.8% | -11.7% | +2.9% | -7.9% |
| 1Y | -24.7% | +49.3% | -74.0% | -21.0% |
| All | -35.5% | +165.1% | -200.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling