+117.1%
CLX vs PSLV
+120.6%
-3.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.2% |
| 7D | -4.9% | +3.3% | -8.3% | -5.0% |
| 30D | -15.8% | +2.1% | -17.9% | -15.9% |
| 3M | -7.9% | +7.1% | -15.1% | -8.1% |
| 6M | -19.0% | -21.6% | +2.5% | -18.8% |
| YTD | -7.9% | -6.7% | -1.2% | -8.0% |
| 1Y | -25.4% | +59.3% | -84.6% | -25.8% |
| 3Y | -35.0% | +182.1% | -217.1% | -36.1% |
| 5Y | -36.8% | +162.6% | -199.4% | -37.9% |
| 10Y | -1.4% | +203.0% | -204.5% | -3.3% |
| All | +117.1% | +120.6% | -3.5% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling