-22.6%
CLX vs COO
-40.4%
+17.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.0% |
| 7D | +9.5% | +0.5% | +9.0% | +9.4% |
| 30D | +30.7% | +14.2% | +16.5% | +27.1% |
| 3M | +4.2% | -18.2% | +22.4% | +8.5% |
| 6M | +22.1% | +5.3% | +16.8% | +20.7% |
| YTD | +14.1% | -23.6% | +37.6% | +19.6% |
| 1Y | +10.3% | -12.7% | +23.0% | +13.0% |
| 3Y | -7.8% | -24.2% | +16.4% | -5.1% |
| All | -22.6% | -40.4% | +17.7% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling