+14,137.6%
ECL vs CLX
+2,796.8%
+11,340.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -2.3% | +7.8% | -10.0% | -4.4% |
| 30D | +8.3% | +28.5% | -20.2% | +0.6% |
| 3M | +8.4% | +1.3% | +7.1% | +7.7% |
| 6M | +23.3% | +23.4% | -0.1% | +15.4% |
| YTD | +18.2% | +11.4% | +6.9% | +13.5% |
| 1Y | +18.8% | +6.9% | +11.9% | +15.3% |
| 3Y | +78.5% | -9.8% | +88.3% | +80.2% |
| 5Y | +40.1% | -22.7% | +62.8% | +45.0% |
| 10Y | +196.5% | +28.7% | +167.7% | +153.8% |
| All | +14,137.6% | +2,796.8% | +11,340.9% | +4,774.5% |
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