-34.0%
CLX vs CP
+32.0%
-66.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -9.2% | -2.7% | -6.6% | -8.7% |
| 30D | -11.0% | +0.2% | -11.2% | -11.1% |
| 3M | +5.0% | +2.6% | +2.5% | +4.4% |
| 6M | -18.8% | +6.0% | -24.8% | -19.9% |
| YTD | -4.4% | +24.9% | -29.3% | -8.6% |
| 1Y | -21.9% | +20.1% | -42.0% | -24.8% |
| 3Y | -32.8% | +16.4% | -49.1% | -35.7% |
| All | -34.0% | +32.0% | -66.1% | -39.6% |
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