-21.6%
CLX vs CAI
-11.0%
-10.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 7D | -4.9% | -3.1% | -1.8% | -4.8% |
| 30D | -15.8% | +2.7% | -18.5% | -15.9% |
| 3M | -7.9% | +41.7% | -49.6% | -9.0% |
| 6M | -19.0% | +26.5% | -45.5% | -19.9% |
| YTD | -7.9% | -10.9% | +3.0% | -8.4% |
| 1Y | -25.4% | -29.2% | +3.9% | -25.3% |
| All | -21.6% | -11.0% | -10.6% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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