+12,781.7%
ECL vs CLX
+2,386.6%
+10,395.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -2.6% | -9.2% | +6.6% | +0.1% |
| 30D | -2.2% | -11.0% | +8.9% | +1.2% |
| 3M | +10.1% | +5.0% | +5.1% | +8.3% |
| 6M | -5.7% | -18.8% | +13.1% | -0.5% |
| YTD | +7.0% | -4.4% | +11.4% | +7.6% |
| 1Y | +2.7% | -21.9% | +24.5% | +9.3% |
| 3Y | +57.7% | -32.8% | +90.5% | +73.4% |
| 5Y | +31.1% | -34.6% | +65.7% | +42.8% |
| 10Y | +150.9% | -4.7% | +155.6% | +135.2% |
| All | +12,781.7% | +2,386.6% | +10,395.1% | +4,520.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling