-2.9%
CLX vs CAI
-14.7%
+11.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.3% |
| 7D | +9.5% | -8.7% | +18.2% | +9.8% |
| 30D | +30.7% | -23.8% | +54.5% | +31.4% |
| 3M | +4.2% | +3.9% | +0.4% | +3.6% |
| 6M | +22.1% | +56.8% | -34.7% | +19.8% |
| YTD | +14.1% | -14.6% | +28.7% | +13.2% |
| 1Y | +10.3% | -5.2% | +15.5% | +8.7% |
| All | -2.9% | -14.7% | +11.8% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling