-33.0%
CLX vs Z
-32.8%
-0.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -9.2% | -3.0% | -6.2% | -9.0% |
| 30D | -11.0% | -4.2% | -6.9% | -10.8% |
| 3M | +5.0% | -3.7% | +8.7% | +5.0% |
| 6M | -18.8% | -24.5% | +5.7% | -18.0% |
| YTD | -4.4% | -49.3% | +44.9% | -1.2% |
| 1Y | -21.9% | -58.7% | +36.8% | -18.1% |
| All | -33.0% | -32.8% | -0.1% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling