+1.6%
ECL vs CLX
-25.2%
+26.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.4% |
| 7D | -2.7% | -4.9% | +2.2% | -1.2% |
| 30D | -4.3% | -15.8% | +11.5% | +1.1% |
| 3M | +3.2% | -7.9% | +11.2% | +5.7% |
| 6M | -2.9% | -19.0% | +16.1% | +3.3% |
| YTD | +4.3% | -7.9% | +12.2% | +7.4% |
| 1Y | +1.6% | -25.4% | +27.0% | +7.6% |
| All | +1.6% | -25.2% | +26.8% | +7.6% |
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 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