-21.9%
CLX vs WY
-4.5%
-17.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -9.2% | -1.7% | -7.5% | -8.6% |
| 30D | -11.0% | -10.1% | -1.0% | -7.2% |
| 3M | +5.0% | -5.1% | +10.2% | +7.0% |
| 6M | -18.8% | -4.8% | -14.0% | -17.5% |
| YTD | -4.4% | -0.2% | -4.2% | -4.8% |
| 1Y | -21.9% | -6.6% | -15.2% | -20.8% |
| All | -21.9% | -4.5% | -17.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded WY 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling