+29.3%
CLX vs Z
-19.5%
+48.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.3% |
| 7D | +13.6% | -6.5% | +20.1% | +14.0% |
| 30D | +29.1% | -0.1% | +29.2% | +29.0% |
| 3M | +1.6% | -14.1% | +15.7% | +2.2% |
| 6M | +18.7% | -30.1% | +48.8% | +20.2% |
| YTD | +11.1% | -57.5% | +68.6% | +14.3% |
| 1Y | +7.0% | -60.3% | +67.3% | +10.3% |
| 3Y | -10.0% | -21.0% | +11.0% | -9.8% |
| 5Y | -22.6% | -54.9% | +32.3% | -22.6% |
| 10Y | +29.3% | -16.0% | +45.4% | +25.4% |
| All | +29.3% | -19.5% | +48.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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