+216.8%
CB vs CLX
-3.9%
+220.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.2% |
| 7D | -0.6% | -3.5% | +2.9% | -0.1% |
| 30D | -3.9% | -11.9% | +8.0% | -2.2% |
| 3M | +4.9% | -2.6% | +7.5% | +5.1% |
| 6M | +3.3% | -18.2% | +21.4% | +5.8% |
| YTD | +8.5% | -5.9% | +14.4% | +8.9% |
| 1Y | +22.1% | -23.8% | +45.9% | +26.2% |
| 3Y | +70.1% | -33.6% | +103.7% | +78.8% |
| 5Y | +97.4% | -35.7% | +133.1% | +106.1% |
| 10Y | +216.8% | -2.5% | +219.3% | +195.6% |
| All | +216.8% | -3.9% | +220.8% | +195.6% |
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