+18.3%
CLX vs COO
+37.2%
-19.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | +13.6% | +4.7% | +8.9% | +12.6% |
| 30D | +23.4% | +13.9% | +9.5% | +20.4% |
| 3M | -2.8% | -14.9% | +12.1% | -0.1% |
| 6M | +14.0% | +2.0% | +12.0% | +13.4% |
| YTD | +4.2% | -23.9% | +28.1% | +8.9% |
| 1Y | -1.2% | -9.6% | +8.5% | +0.4% |
| 3Y | -12.7% | -25.4% | +12.7% | -9.8% |
| 5Y | -26.5% | -41.2% | +14.7% | -22.4% |
| All | +18.3% | +37.2% | -19.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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