-12.9%
CLX vs COMP
+309.8%
-322.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.2% | +8.7% | +1.2% |
| 7D | +12.4% | -1.8% | +14.2% | +12.5% |
| 30D | +21.1% | -0.8% | +21.9% | +21.0% |
| 3M | -3.3% | -28.1% | +24.8% | -1.3% |
| 6M | +18.8% | +27.0% | -8.2% | +16.7% |
| YTD | +3.9% | -12.8% | +16.7% | +3.3% |
| 1Y | -3.8% | +4.9% | -8.7% | -5.3% |
| All | -12.9% | +309.8% | -322.7% | -20.1% |
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