-4.4%
CLX vs TROW
+130.0%
-134.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.0% |
| 7D | -5.7% | -3.2% | -2.5% | -5.2% |
| 30D | -17.0% | -4.6% | -12.4% | -16.4% |
| 3M | -9.7% | -0.7% | -9.0% | -9.6% |
| 6M | -19.8% | +22.2% | -42.0% | -22.3% |
| YTD | -9.8% | +6.6% | -16.5% | -10.9% |
| 1Y | -26.2% | +5.8% | -32.0% | -27.0% |
| 3Y | -36.2% | +11.6% | -47.8% | -38.2% |
| 5Y | -38.3% | -38.9% | +0.6% | -35.9% |
| All | -4.4% | +130.0% | -134.4% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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