+18.8%
CLX vs CF
+557.2%
-538.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.6% | +0.6% |
| 7D | +12.4% | +0.4% | +12.0% | +12.5% |
| 30D | +21.1% | +2.2% | +18.9% | +21.1% |
| 3M | -3.3% | +2.1% | -5.4% | -3.3% |
| 6M | +18.8% | -6.5% | +25.4% | +18.8% |
| YTD | +3.9% | +55.6% | -51.7% | +3.1% |
| 1Y | -3.8% | +42.3% | -46.1% | -4.4% |
| 3Y | -10.5% | +55.7% | -66.3% | -11.3% |
| 5Y | -26.7% | +122.4% | -149.1% | -27.9% |
| All | +18.8% | +557.2% | -538.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling