+22.1%
CTVA vs CLX
-20.9%
+42.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +4.9% | -9.2% | +14.2% | +5.5% |
| 30D | +11.9% | -11.0% | +23.0% | +12.6% |
| 3M | +13.7% | +5.0% | +8.6% | +13.4% |
| 6M | +13.1% | -18.8% | +32.0% | +16.2% |
| YTD | +32.0% | -4.4% | +36.4% | +31.8% |
| 1Y | +22.1% | -21.9% | +43.9% | +25.1% |
| All | +22.1% | -20.9% | +42.9% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling