-36.7%
CLX vs COMP
-56.6%
+19.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.2% | +8.7% | +0.9% |
| 7D | +12.4% | -1.8% | +14.2% | +12.5% |
| 30D | +21.1% | -0.8% | +21.9% | +21.1% |
| 3M | -3.3% | -28.1% | +24.8% | -2.0% |
| 6M | +18.8% | +27.0% | -8.2% | +17.4% |
| YTD | +3.9% | -12.8% | +16.7% | +3.7% |
| 1Y | -3.8% | +4.9% | -8.7% | -4.7% |
| 3Y | -10.5% | +321.0% | -331.5% | -16.0% |
| 5Y | -26.7% | -25.6% | -1.1% | -33.2% |
| All | -36.7% | -56.6% | +19.9% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling