-12.7%
CLX vs CF
+57.7%
-70.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +13.6% | -3.2% | +16.8% | +13.4% |
| 30D | +23.4% | +4.3% | +19.0% | +23.8% |
| 3M | -2.8% | +2.8% | -5.7% | -2.5% |
| 6M | +14.0% | +0.6% | +13.4% | +14.4% |
| YTD | +4.2% | +56.6% | -52.5% | +1.8% |
| 1Y | -1.2% | +49.6% | -50.8% | -3.2% |
| 3Y | -12.7% | +61.5% | -74.2% | -15.7% |
| All | -12.7% | +57.7% | -70.4% | -15.7% |
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 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