+2,336.0%
CLX vs COO
+5,988.7%
-3,652.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -9.2% | -2.2% | -7.0% | -9.1% |
| 30D | -11.0% | -7.0% | -4.0% | -10.7% |
| 3M | +5.0% | +12.2% | -7.2% | +4.5% |
| 6M | -18.8% | -15.1% | -3.7% | -18.2% |
| YTD | -4.4% | -15.1% | +10.7% | -3.7% |
| 1Y | -21.9% | +2.3% | -24.2% | -22.0% |
| 3Y | -32.8% | -23.7% | -9.1% | -32.1% |
| 5Y | -34.6% | -38.9% | +4.4% | -33.5% |
| 10Y | -4.7% | +49.9% | -54.6% | -7.2% |
| All | +2,336.0% | +5,988.7% | -3,652.7% | +2,005.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling