-32.0%
CLX vs COMP
+215.9%
-247.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -9.2% | +1.4% | -10.6% | -9.3% |
| 30D | -11.0% | -13.3% | +2.3% | -10.3% |
| 3M | +5.0% | +41.1% | -36.1% | +2.8% |
| 6M | -18.8% | +17.2% | -36.0% | -20.3% |
| YTD | -4.4% | +5.2% | -9.6% | -6.0% |
| 1Y | -21.9% | +18.9% | -40.8% | -23.7% |
| All | -32.0% | +215.9% | -247.9% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling