+19.1%
CLX vs CF
+561.7%
-542.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +13.6% | -3.2% | +16.8% | +13.6% |
| 30D | +23.4% | +4.3% | +19.0% | +23.4% |
| 3M | -2.8% | +2.8% | -5.7% | -2.8% |
| 6M | +14.0% | +0.6% | +13.4% | +14.0% |
| YTD | +4.2% | +56.6% | -52.5% | +3.4% |
| 1Y | -1.2% | +49.6% | -50.8% | -1.8% |
| 3Y | -12.7% | +61.5% | -74.2% | -13.5% |
| 5Y | -26.5% | +124.0% | -150.4% | -27.7% |
| All | +19.1% | +561.7% | -542.6% | +14.7% |
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