+15,232.8%
CAH vs CLX
+2,386.6%
+12,846.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +5.4% | -9.2% | +14.6% | +7.8% |
| 30D | +3.3% | -11.0% | +14.4% | +6.1% |
| 3M | +22.8% | +5.0% | +17.8% | +21.0% |
| 6M | +11.3% | -18.8% | +30.1% | +16.0% |
| YTD | +21.1% | -4.4% | +25.5% | +21.3% |
| 1Y | +67.2% | -21.9% | +89.1% | +75.5% |
| 3Y | +195.6% | -32.8% | +228.4% | +218.6% |
| 5Y | +413.8% | -34.6% | +448.4% | +448.4% |
| 10Y | +309.6% | -4.7% | +314.3% | +284.0% |
| All | +15,232.8% | +2,386.6% | +12,846.2% | +6,002.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling