+5.9%
CLX vs CP
+33.1%
-27.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +4.5% |
| 7D | +17.4% | +2.8% | +14.6% | +15.8% |
| 30D | +27.8% | +11.3% | +16.4% | +21.4% |
| 3M | +3.0% | +2.9% | +0.2% | +1.5% |
| 6M | +17.5% | +9.8% | +7.8% | +12.5% |
| YTD | +10.0% | +28.5% | -18.6% | +1.1% |
| All | +5.9% | +33.1% | -27.2% | -3.8% |
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 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