-21.9%
CLX vs CAPR
+48.7%
-70.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -9.2% | -2.0% | -7.3% | -9.2% |
| 30D | -11.0% | +139.2% | -150.2% | -10.7% |
| 3M | +5.0% | -66.4% | +71.4% | +4.9% |
| 6M | -18.8% | -63.1% | +44.3% | -18.9% |
| YTD | -4.4% | -67.4% | +63.0% | -4.5% |
| 1Y | -21.9% | +58.2% | -80.1% | -23.1% |
| All | -21.9% | +48.7% | -70.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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