+28.4%
CLX vs CP
+251.8%
-223.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +13.6% | +2.8% | +10.8% | +13.2% |
| 30D | +29.1% | +11.0% | +18.0% | +26.9% |
| 3M | +1.6% | +3.8% | -2.3% | +1.0% |
| 6M | +18.7% | +9.5% | +9.2% | +17.1% |
| YTD | +11.1% | +28.2% | -17.1% | +7.1% |
| 1Y | +7.0% | +33.0% | -26.0% | +2.6% |
| 3Y | -10.0% | +35.5% | -45.5% | -14.5% |
| 5Y | -22.6% | +25.8% | -48.4% | -26.2% |
| All | +28.4% | +251.8% | -223.4% | +7.8% |
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