+406.7%
CAH vs CLX
-36.6%
+443.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | -2.2% | -4.9% | +2.7% | -1.3% |
| 30D | +1.2% | -15.8% | +17.0% | +4.4% |
| 3M | +13.1% | -7.9% | +21.0% | +14.5% |
| 6M | +8.5% | -19.0% | +27.5% | +12.4% |
| YTD | +17.6% | -7.9% | +25.6% | +18.6% |
| 1Y | +60.7% | -25.4% | +86.0% | +68.9% |
| 3Y | +183.2% | -35.0% | +218.2% | +205.5% |
| All | +406.7% | -36.6% | +443.3% | +421.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling