-2.5%
CLX vs CAPR
-77.1%
+74.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.6% |
| 7D | -3.5% | -9.5% | +5.9% | -3.6% |
| 30D | -11.9% | +121.5% | -133.4% | -11.8% |
| 3M | -2.6% | -65.4% | +62.8% | -2.6% |
| 6M | -18.2% | -67.5% | +49.4% | -18.2% |
| YTD | -5.9% | -68.6% | +62.7% | -5.9% |
| 1Y | -23.8% | +42.7% | -66.5% | -23.9% |
| 3Y | -33.6% | +43.4% | -76.9% | -33.6% |
| 5Y | -35.7% | +86.0% | -121.7% | -35.7% |
| 10Y | -2.5% | -77.4% | +74.9% | -0.1% |
| All | -2.5% | -77.1% | +74.6% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling