-38.9%
CLX vs S
-57.8%
+18.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | -3.5% | -5.8% | +2.3% | -3.5% |
| 30D | -11.9% | -9.2% | -2.7% | -11.8% |
| 3M | -2.6% | +23.4% | -26.0% | -2.8% |
| 6M | -18.2% | +36.9% | -55.1% | -18.4% |
| YTD | -5.9% | +29.5% | -35.4% | -6.1% |
| 1Y | -23.8% | +5.4% | -29.3% | -23.9% |
| 3Y | -33.6% | +14.7% | -48.3% | -33.7% |
| 5Y | -35.7% | -71.5% | +35.9% | -36.9% |
| All | -38.9% | -57.8% | +18.8% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling