+75.7%
CTVA vs CLX
-35.1%
+110.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.1% |
| 7D | -5.8% | -4.9% | -0.9% | -5.3% |
| 30D | +11.1% | -15.8% | +26.9% | +13.3% |
| 3M | +13.2% | -7.9% | +21.2% | +14.1% |
| 6M | +8.7% | -19.0% | +27.8% | +11.7% |
| YTD | +27.3% | -7.9% | +35.2% | +27.9% |
| 1Y | +18.0% | -25.4% | +43.4% | +22.7% |
| All | +75.7% | -35.1% | +110.8% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling