+30.3%
CLX vs Z
-19.3%
+49.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.4% |
| 7D | +8.5% | -4.9% | +13.4% | +8.8% |
| 30D | +30.0% | +3.0% | +27.0% | +29.7% |
| 3M | +3.8% | -13.4% | +17.2% | +4.3% |
| 6M | +24.6% | -27.3% | +52.0% | +26.0% |
| YTD | +12.8% | -57.8% | +70.5% | +16.0% |
| 1Y | +8.6% | -60.0% | +68.6% | +11.9% |
| 3Y | -8.6% | -21.5% | +12.9% | -8.4% |
| 5Y | -21.8% | -55.0% | +33.2% | -21.7% |
| All | +30.3% | -19.3% | +49.5% | +26.8% |
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