+287.5%
CAH vs CLX
-3.7%
+291.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -5.1% | -5.7% | +0.6% | -4.1% |
| 30D | +0.2% | -17.0% | +17.2% | +3.6% |
| 3M | +6.3% | -9.7% | +16.0% | +8.0% |
| 6M | +9.4% | -19.8% | +29.2% | +13.4% |
| YTD | +15.0% | -9.8% | +24.8% | +16.4% |
| 1Y | +55.4% | -26.2% | +81.6% | +63.4% |
| 3Y | +173.8% | -36.2% | +210.0% | +194.4% |
| 5Y | +395.2% | -38.3% | +433.5% | +427.4% |
| All | +287.5% | -3.7% | +291.1% | +288.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling