-26.9%
CLX vs COMP
-17.6%
-9.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.7% | -10.5% | -0.3% |
| 7D | +13.6% | +13.4% | +0.1% | +12.8% |
| 30D | +23.4% | +11.1% | +12.3% | +22.6% |
| 3M | -2.8% | -18.8% | +16.0% | -2.0% |
| 6M | +14.0% | +10.5% | +3.5% | +13.1% |
| YTD | +4.2% | -3.4% | +7.6% | +3.4% |
| 1Y | -1.2% | +19.7% | -20.9% | -2.8% |
| 3Y | -12.7% | +381.6% | -394.3% | -19.3% |
| All | -26.9% | -17.6% | -9.3% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling