-26.9%
CLX vs CP
+24.4%
-51.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +13.6% | +2.8% | +10.8% | +12.9% |
| 30D | +23.4% | +10.2% | +13.1% | +20.6% |
| 3M | -2.8% | +2.4% | -5.2% | -3.4% |
| 6M | +14.0% | +7.7% | +6.3% | +12.1% |
| YTD | +4.2% | +26.0% | -21.8% | -0.6% |
| 1Y | -1.2% | +34.6% | -35.8% | -6.9% |
| 3Y | -12.7% | +26.7% | -39.4% | -18.0% |
| All | -26.9% | +24.4% | -51.3% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling