-26.9%
CLX vs Z
-55.4%
+28.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +13.6% | -4.6% | +18.1% | +13.9% |
| 30D | +23.4% | +8.3% | +15.0% | +22.3% |
| 3M | -2.8% | -11.6% | +8.8% | -2.1% |
| 6M | +14.0% | -33.6% | +47.6% | +16.9% |
| YTD | +4.2% | -56.7% | +60.9% | +9.7% |
| 1Y | -1.2% | -59.1% | +58.0% | +4.5% |
| 3Y | -12.7% | -20.4% | +7.7% | -13.4% |
| All | -26.9% | -55.4% | +28.5% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling