-10.0%
CLX vs CP
+35.8%
-45.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +7.8% | -0.7% | +8.4% | +8.0% |
| 30D | +28.5% | +9.6% | +18.9% | +25.7% |
| 3M | +1.3% | +2.2% | -0.9% | +0.7% |
| 6M | +23.4% | +11.1% | +12.3% | +20.5% |
| YTD | +11.4% | +28.2% | -16.8% | +6.4% |
| 1Y | +6.9% | +32.2% | -25.2% | +1.7% |
| All | -10.0% | +35.8% | -45.8% | -16.3% |
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