+421.5%
CARR vs CLX
-44.1%
+465.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.6% |
| 7D | -3.8% | -5.7% | +1.9% | -3.1% |
| 30D | -8.9% | -17.0% | +8.1% | -7.0% |
| 3M | -17.3% | -9.7% | -7.6% | -16.4% |
| 6M | -1.4% | -19.8% | +18.4% | +0.6% |
| YTD | +10.0% | -9.8% | +19.8% | +11.3% |
| 1Y | -6.4% | -26.2% | +19.8% | -3.9% |
| 3Y | +1.5% | -36.2% | +37.7% | +5.0% |
| 5Y | +9.3% | -38.3% | +47.6% | +10.4% |
| All | +421.5% | -44.1% | +465.6% | +468.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling