+178.3%
CLX vs CAPR
-99.1%
+277.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | +0.3% |
| 7D | +13.6% | +41.1% | -27.5% | +13.5% |
| 30D | +23.4% | +11.1% | +12.2% | +23.3% |
| 3M | -2.8% | +115.3% | -118.2% | -3.0% |
| 6M | +14.0% | -73.8% | +87.8% | +14.1% |
| YTD | +4.2% | -68.8% | +73.0% | +4.2% |
| 1Y | -1.2% | +43.3% | -44.5% | -1.8% |
| 3Y | -12.7% | +214.7% | -227.4% | -13.6% |
| 5Y | -26.5% | +141.3% | -167.8% | -27.3% |
| 10Y | +20.2% | -67.0% | +87.2% | +17.9% |
| All | +178.3% | -99.1% | +277.4% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling