-21.9%
CLX vs CP
+19.9%
-41.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -9.2% | -2.7% | -6.6% | -8.1% |
| 30D | -11.0% | +0.2% | -11.2% | -11.1% |
| 3M | +5.0% | +2.6% | +2.5% | +3.7% |
| 6M | -18.8% | +6.0% | -24.8% | -21.2% |
| YTD | -4.4% | +24.9% | -29.3% | -11.7% |
| 1Y | -21.9% | +20.1% | -42.0% | -27.9% |
| All | -21.9% | +19.9% | -41.8% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling