-12.9%
CLX vs CP
+28.7%
-41.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +12.4% | +6.1% | +6.3% | +10.9% |
| 30D | +21.1% | +9.8% | +11.4% | +18.5% |
| 3M | -3.3% | +2.7% | -6.1% | -4.0% |
| 6M | +18.8% | +12.8% | +6.0% | +15.8% |
| YTD | +3.9% | +28.2% | -24.3% | -0.6% |
| 1Y | -3.8% | +34.1% | -38.0% | -8.5% |
| All | -12.9% | +28.7% | -41.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling