+51.5%
CAH vs CLX
+26.7%
+24.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +3.5% | +9.5% | -6.1% | +1.6% |
| 30D | +13.5% | +30.7% | -17.2% | +7.9% |
| 3M | +21.8% | +4.2% | +17.6% | +20.7% |
| 6M | +51.5% | +22.1% | +29.4% | +44.3% |
| All | +51.5% | +26.7% | +24.8% | +44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling