+155.6%
ECL vs CLX
-3.8%
+159.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.6% |
| 7D | -2.7% | -4.9% | +2.2% | -1.5% |
| 30D | -4.3% | -15.8% | +11.5% | 0.0% |
| 3M | +3.2% | -7.9% | +11.2% | +5.3% |
| 6M | -2.9% | -19.0% | +16.1% | +2.0% |
| YTD | +4.3% | -7.9% | +12.2% | +6.0% |
| 1Y | +1.6% | -25.4% | +27.0% | +8.7% |
| 3Y | +54.3% | -35.0% | +89.3% | +69.0% |
| 5Y | +26.5% | -36.8% | +63.2% | +36.9% |
| 10Y | +155.6% | -1.4% | +157.0% | +141.6% |
| All | +155.6% | -3.8% | +159.4% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling