+180.2%
CAH vs CLX
-35.1%
+215.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | -2.2% | -4.9% | +2.7% | -1.4% |
| 30D | +1.2% | -15.8% | +17.0% | +4.0% |
| 3M | +13.1% | -7.9% | +21.0% | +14.3% |
| 6M | +8.5% | -19.0% | +27.5% | +12.2% |
| YTD | +17.6% | -7.9% | +25.6% | +18.6% |
| 1Y | +60.7% | -25.4% | +86.0% | +68.6% |
| All | +180.2% | -35.1% | +215.3% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling