-37.6%
CLX vs CPAY
+53.2%
-90.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -5.9% | -2.7% | -3.2% | -5.5% |
| 30D | -17.0% | +0.6% | -17.6% | -17.1% |
| 3M | -9.6% | +17.0% | -26.6% | -11.3% |
| 6M | -21.5% | +24.1% | -45.6% | -23.7% |
| YTD | -8.8% | +35.7% | -44.5% | -12.7% |
| 1Y | -24.7% | +34.0% | -58.7% | -27.8% |
| 3Y | -35.6% | +50.3% | -85.9% | -39.7% |
| 5Y | -37.6% | +56.7% | -94.3% | -43.8% |
| All | -37.6% | +53.2% | -90.8% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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