-33.0%
CLX vs CNH
+12.3%
-45.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.4% | -1.8% |
| 7D | -9.2% | +23.3% | -32.5% | -11.8% |
| 30D | -11.0% | +33.5% | -44.5% | -14.6% |
| 3M | +5.0% | +32.7% | -27.7% | +0.7% |
| 6M | -18.8% | +22.2% | -41.0% | -21.6% |
| YTD | -4.4% | +57.7% | -62.1% | -10.0% |
| 1Y | -21.9% | +28.0% | -49.8% | -25.1% |
| All | -33.0% | +12.3% | -45.3% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling