-7.8%
CLX vs S
+41.6%
-49.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +9.5% | +2.0% | +7.5% | +9.4% |
| 30D | +30.7% | -2.7% | +33.4% | +30.7% |
| 3M | +4.2% | -6.9% | +11.1% | +4.2% |
| 6M | +22.1% | +38.1% | -15.9% | +21.1% |
| YTD | +14.1% | +48.0% | -33.9% | +13.0% |
| 1Y | +10.3% | +34.5% | -24.2% | +9.5% |
| 3Y | -7.8% | +38.3% | -46.1% | -8.1% |
| All | -7.8% | +41.6% | -49.4% | -8.1% |
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