-23.8%
CLX vs CNH
+20.6%
-44.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.6% |
| 7D | -3.5% | +8.8% | -12.3% | -5.1% |
| 30D | -11.9% | +24.7% | -36.5% | -15.9% |
| 3M | -2.6% | +27.3% | -30.0% | -7.9% |
| 6M | -18.2% | +23.2% | -41.3% | -22.3% |
| YTD | -5.9% | +48.9% | -54.8% | -12.3% |
| 1Y | -23.8% | +19.4% | -43.2% | -29.3% |
| All | -23.8% | +20.6% | -44.4% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling