+0.3%
CLX vs CNH
+20.1%
-19.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.2% |
| 7D | +13.6% | -1.7% | +15.3% | +13.9% |
| 30D | +23.4% | -7.2% | +30.6% | +24.8% |
| 3M | -2.8% | +6.5% | -9.4% | -5.3% |
| 6M | +14.0% | +7.9% | +6.1% | +10.3% |
| YTD | +4.2% | +26.6% | -22.4% | -3.1% |
| All | +0.3% | +20.1% | -19.7% | -5.7% |
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 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