+155.3%
CLX vs CAPR
-99.1%
+254.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -9.2% | -2.0% | -7.3% | -9.2% |
| 30D | -11.0% | +139.2% | -150.2% | -11.2% |
| 3M | +5.0% | -66.4% | +71.4% | +5.1% |
| 6M | -18.8% | -63.1% | +44.3% | -18.8% |
| YTD | -4.4% | -67.4% | +63.0% | -4.4% |
| 1Y | -21.9% | +58.2% | -80.1% | -22.4% |
| 3Y | -32.8% | +42.2% | -75.0% | -33.4% |
| 5Y | -34.6% | +87.3% | -121.8% | -35.3% |
| 10Y | -4.7% | -75.3% | +70.6% | -6.4% |
| All | +155.3% | -99.1% | +254.4% | +140.1% |
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