+107.8%
CB vs CLX
-20.8%
+128.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +2.9% | +9.5% | -6.6% | +1.5% |
| 30D | +7.3% | +30.7% | -23.4% | +3.0% |
| 3M | +9.4% | +4.2% | +5.2% | +8.4% |
| 6M | +19.6% | +22.1% | -2.5% | +15.6% |
| YTD | +21.5% | +14.1% | +7.4% | +18.2% |
| 1Y | +28.0% | +10.3% | +17.7% | +25.1% |
| 3Y | +74.9% | -7.8% | +82.7% | +76.2% |
| All | +107.8% | -20.8% | +128.6% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling