+37.7%
ECL vs CLX
-27.2%
+64.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.8% |
| 7D | -0.8% | +13.6% | -14.4% | -4.4% |
| 30D | +8.1% | +23.4% | -15.2% | +1.7% |
| 3M | +6.4% | -2.8% | +9.2% | +6.9% |
| 6M | +14.8% | +14.0% | +0.8% | +10.0% |
| YTD | +15.5% | +4.2% | +11.3% | +13.2% |
| 1Y | +20.1% | -1.2% | +21.3% | +19.4% |
| 3Y | +77.8% | -12.7% | +90.4% | +80.6% |
| All | +37.7% | -27.2% | +64.9% | +40.6% |
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 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