-6.4%
CARR vs CLX
-25.9%
+19.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.7% |
| 7D | -3.8% | -5.7% | +1.9% | -2.4% |
| 30D | -8.9% | -17.0% | +8.1% | -4.7% |
| 3M | -17.3% | -9.7% | -7.6% | -15.4% |
| 6M | -1.4% | -19.8% | +18.4% | +3.5% |
| YTD | +10.0% | -9.8% | +19.8% | +14.7% |
| 1Y | -6.4% | -26.2% | +19.8% | -5.8% |
| All | -6.4% | -25.9% | +19.5% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling