+203.4%
CLX vs CF
+5,948.3%
-5,744.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.2% |
| 7D | -9.2% | +6.0% | -15.2% | -9.5% |
| 30D | -11.0% | +14.8% | -25.9% | -11.6% |
| 3M | +5.0% | +14.1% | -9.0% | +4.3% |
| 6M | -18.8% | +28.5% | -47.3% | -20.2% |
| YTD | -4.4% | +74.9% | -79.3% | -7.6% |
| 1Y | -21.9% | +61.7% | -83.5% | -24.2% |
| 3Y | -32.8% | +80.3% | -113.1% | -35.4% |
| 5Y | -34.6% | +226.0% | -260.5% | -40.0% |
| 10Y | -4.7% | +569.9% | -574.6% | -19.3% |
| All | +203.4% | +5,948.3% | -5,744.9% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling