-12.9%
CLX vs CAPR
+200.7%
-213.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.5% |
| 7D | +12.4% | +29.7% | -17.3% | +12.4% |
| 30D | +21.1% | +11.0% | +10.1% | +21.1% |
| 3M | -3.3% | +118.8% | -122.1% | -3.2% |
| 6M | +18.8% | -73.9% | +92.7% | +18.8% |
| YTD | +3.9% | -70.2% | +74.1% | +3.9% |
| 1Y | -3.8% | +38.3% | -42.1% | -4.1% |
| All | -12.9% | +200.7% | -213.6% | -13.6% |
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