-13.4%
CLX vs CF
+47.5%
-60.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.1% | +5.4% |
| 7D | +14.2% | -6.9% | +21.1% | +13.6% |
| 30D | +22.7% | -3.7% | +26.4% | +22.3% |
| 3M | -2.8% | -5.0% | +2.2% | -3.0% |
| 6M | +17.7% | -10.5% | +28.2% | +17.2% |
| YTD | +3.3% | +46.5% | -43.2% | +0.5% |
| 1Y | -5.6% | +34.8% | -40.5% | -7.9% |
| All | -13.4% | +47.5% | -60.9% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling