+28.1%
ECL vs CLX
-35.2%
+63.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | 0.0% |
| 7D | -0.8% | -3.5% | +2.8% | +0.3% |
| 30D | -2.5% | -11.9% | +9.4% | +1.0% |
| 3M | +8.3% | -2.6% | +11.0% | +8.9% |
| 6M | -1.1% | -18.2% | +17.1% | +4.0% |
| YTD | +6.5% | -5.9% | +12.4% | +7.8% |
| 1Y | +2.1% | -23.8% | +25.9% | +9.2% |
| 3Y | +57.6% | -33.6% | +91.2% | +72.8% |
| 5Y | +28.1% | -35.7% | +63.7% | +32.4% |
| All | +28.1% | -35.2% | +63.2% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling