+82.5%
CLX vs CNH
+32.2%
+50.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | +13.6% | -1.7% | +15.3% | +13.7% |
| 30D | +23.4% | -7.2% | +30.6% | +23.8% |
| 3M | -2.8% | +6.5% | -9.4% | -3.4% |
| 6M | +14.0% | +7.9% | +6.1% | +13.2% |
| YTD | +4.2% | +26.6% | -22.4% | +2.7% |
| 1Y | -1.2% | +13.8% | -14.9% | -2.2% |
| 3Y | -12.7% | +9.2% | -21.9% | -13.7% |
| 5Y | -26.5% | -15.6% | -10.9% | -27.0% |
| 10Y | +20.2% | +119.2% | -99.0% | +10.4% |
| All | +82.5% | +32.2% | +50.3% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling