+6.7%
CLX vs CAPR
+50.6%
-43.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.9% | +11.0% | +1.0% |
| 7D | +13.6% | +7.6% | +6.0% | +13.7% |
| 30D | +29.1% | +13.3% | +15.8% | +29.1% |
| 3M | +1.6% | +130.4% | -128.8% | +2.0% |
| 6M | +18.7% | -70.8% | +89.5% | +18.5% |
| YTD | +11.1% | -69.3% | +80.4% | +11.0% |
| All | +6.7% | +50.6% | -43.9% | +7.4% |
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