-2.9%
CLX vs CNH
+165.6%
-168.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.4% | -1.5% |
| 7D | -9.2% | +23.3% | -32.5% | -10.3% |
| 30D | -11.0% | +33.5% | -44.5% | -12.6% |
| 3M | +5.0% | +32.7% | -27.7% | +3.2% |
| 6M | -18.8% | +22.2% | -41.0% | -20.0% |
| YTD | -4.4% | +57.7% | -62.1% | -6.8% |
| 1Y | -21.9% | +28.0% | -49.8% | -23.2% |
| 3Y | -32.8% | +11.5% | -44.3% | -33.9% |
| 5Y | -34.6% | +11.9% | -46.4% | -35.8% |
| All | -2.9% | +165.6% | -168.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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