+2,547.7%
CLX vs CP
+7,870.0%
-5,322.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +12.4% | +6.1% | +6.3% | +11.4% |
| 30D | +21.1% | +9.8% | +11.4% | +19.3% |
| 3M | -3.3% | +2.7% | -6.1% | -3.7% |
| 6M | +18.8% | +12.8% | +6.0% | +16.6% |
| YTD | +3.9% | +28.2% | -24.3% | -0.1% |
| 1Y | -3.8% | +34.1% | -38.0% | -8.2% |
| 3Y | -10.5% | +28.9% | -39.4% | -14.7% |
| 5Y | -26.7% | +27.1% | -53.7% | -30.5% |
| 10Y | +19.9% | +264.8% | -244.9% | -6.4% |
| All | +2,547.7% | +7,870.0% | -5,322.3% | +1,065.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling