+55.4%
CAH vs CLX
-25.9%
+81.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -5.1% | -5.7% | +0.6% | -4.4% |
| 30D | +0.2% | -17.0% | +17.2% | +2.6% |
| 3M | +6.3% | -9.7% | +16.0% | +7.5% |
| 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% | +67.0% |
| All | +55.4% | -25.9% | +81.3% | +67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling