-22.6%
CLX vs CNH
-17.7%
-4.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +9.5% | +3.0% | +6.5% | +9.2% |
| 30D | +30.7% | -0.6% | +31.3% | +30.6% |
| 3M | +4.2% | +14.6% | -10.4% | +2.6% |
| 6M | +22.1% | +11.8% | +10.4% | +20.2% |
| YTD | +14.1% | +30.4% | -16.3% | +11.3% |
| 1Y | +10.3% | +19.1% | -8.7% | +8.1% |
| 3Y | -7.8% | +30.2% | -38.0% | -9.8% |
| All | -22.6% | -17.7% | -4.9% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling