-26.7%
CLX vs CF
+125.5%
-152.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.6% | +0.8% |
| 7D | +12.4% | +0.4% | +12.0% | +12.5% |
| 30D | +21.1% | +2.2% | +18.9% | +21.3% |
| 3M | -3.3% | +2.1% | -5.4% | -3.1% |
| 6M | +18.8% | -6.5% | +25.4% | +18.8% |
| YTD | +3.9% | +55.6% | -51.7% | +3.7% |
| 1Y | -3.8% | +42.3% | -46.1% | -4.0% |
| 3Y | -10.5% | +55.7% | -66.3% | -10.8% |
| 5Y | -26.7% | +122.4% | -149.1% | -23.4% |
| All | -26.7% | +125.5% | -152.1% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling