+30.3%
CLX vs CAPR
-63.2%
+93.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.7% | +10.0% | +1.3% |
| 7D | +8.5% | +19.1% | -10.5% | +8.5% |
| 30D | +30.0% | +48.8% | -18.9% | +30.0% |
| 3M | +3.8% | +144.4% | -140.6% | +3.8% |
| 6M | +24.6% | -67.5% | +92.1% | +24.6% |
| YTD | +12.8% | -64.5% | +77.3% | +12.7% |
| 1Y | +8.6% | +74.4% | -65.9% | +8.6% |
| 3Y | -8.6% | +265.7% | -274.4% | -8.6% |
| 5Y | -21.8% | +196.0% | -217.7% | -21.7% |
| All | +30.3% | -63.2% | +93.4% | +32.5% |
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