+2,554.6%
CLX vs COO
+5,356.1%
-2,801.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | +13.6% | +4.7% | +8.9% | +13.3% |
| 30D | +23.4% | +13.9% | +9.5% | +22.6% |
| 3M | -2.8% | -14.9% | +12.1% | -2.1% |
| 6M | +14.0% | +2.0% | +12.0% | +13.8% |
| YTD | +4.2% | -23.9% | +28.1% | +5.5% |
| 1Y | -1.2% | -9.6% | +8.5% | -0.7% |
| 3Y | -12.7% | -25.4% | +12.7% | -11.8% |
| 5Y | -26.5% | -41.2% | +14.7% | -25.2% |
| 10Y | +20.2% | +42.1% | -21.9% | +17.3% |
| All | +2,554.6% | +5,356.1% | -2,801.5% | +2,205.2% |
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