-2.5%
CLX vs CP
+219.6%
-222.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.5% | +2.4% | -6.0% | -3.9% |
| 30D | -11.9% | -0.5% | -11.3% | -11.8% |
| 3M | -2.6% | +1.4% | -4.0% | -2.9% |
| 6M | -18.2% | +10.3% | -28.5% | -19.4% |
| YTD | -5.9% | +24.3% | -30.2% | -8.9% |
| 1Y | -23.8% | +20.4% | -44.3% | -25.9% |
| 3Y | -33.6% | +21.8% | -55.4% | -36.0% |
| 5Y | -35.7% | +31.5% | -67.2% | -38.9% |
| 10Y | -2.5% | +223.2% | -225.7% | -19.0% |
| All | -2.5% | +219.6% | -222.1% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling