-7.8%
CLX vs CAPR
+239.1%
-246.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.9% | +8.1% | +1.2% |
| 7D | +9.5% | +5.9% | +3.6% | +9.5% |
| 30D | +30.7% | +44.6% | -13.9% | +30.7% |
| 3M | +4.2% | +126.4% | -122.1% | +4.3% |
| 6M | +22.1% | -68.6% | +90.7% | +22.0% |
| YTD | +14.1% | -67.0% | +81.1% | +14.0% |
| 1Y | +10.3% | +65.2% | -54.9% | +9.9% |
| 3Y | -7.8% | +235.6% | -243.4% | -9.4% |
| All | -7.8% | +239.1% | -246.9% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling