+27.2%
CB vs CLX
+3.6%
+23.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -1.2% |
| 7D | -1.5% | +17.4% | -18.9% | -3.7% |
| 30D | +6.5% | +27.8% | -21.2% | +3.1% |
| 3M | +4.1% | +3.0% | +1.1% | +3.1% |
| 6M | +14.4% | +17.5% | -3.1% | +11.5% |
| YTD | +17.5% | +10.0% | +7.5% | +16.0% |
| All | +27.2% | +3.6% | +23.6% | +25.9% |
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