-12.7%
CLX vs S
+34.5%
-47.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.2% |
| 7D | +13.6% | -13.4% | +27.0% | +13.9% |
| 30D | +23.4% | -14.0% | +37.3% | +23.7% |
| 3M | -2.8% | +4.9% | -7.7% | -3.2% |
| 6M | +14.0% | +42.0% | -28.0% | +12.9% |
| YTD | +4.2% | +45.1% | -41.0% | +3.1% |
| 1Y | -1.2% | +33.1% | -34.2% | -1.9% |
| 3Y | -12.7% | +40.6% | -53.3% | -13.7% |
| All | -12.7% | +34.5% | -47.2% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling