-2.5%
CLX vs COO
+43.7%
-46.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.2% | -1.0% |
| 7D | -3.5% | -2.3% | -1.3% | -3.1% |
| 30D | -11.9% | -8.8% | -3.1% | -10.3% |
| 3M | -2.6% | +1.3% | -4.0% | -2.8% |
| 6M | -18.2% | -11.6% | -6.6% | -16.4% |
| YTD | -5.9% | -17.4% | +11.5% | -2.9% |
| 1Y | -23.8% | -1.6% | -22.2% | -23.7% |
| 3Y | -33.6% | -22.6% | -10.9% | -31.8% |
| 5Y | -35.7% | -40.3% | +4.7% | -32.2% |
| 10Y | -2.5% | +45.2% | -47.7% | -16.7% |
| All | -2.5% | +43.7% | -46.2% | -16.7% |
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