-2.5%
CLX vs CPB
-45.7%
+43.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -2.3% |
| 7D | -3.5% | -8.2% | +4.7% | -0.3% |
| 30D | -11.9% | -5.6% | -6.3% | -10.0% |
| 3M | -2.6% | +3.0% | -5.6% | -4.2% |
| 6M | -18.2% | -12.7% | -5.4% | -14.1% |
| YTD | -5.9% | -18.0% | +12.1% | +1.0% |
| 1Y | -23.8% | -31.7% | +7.9% | -12.1% |
| 3Y | -33.6% | -41.0% | +7.4% | -20.0% |
| 5Y | -35.7% | -38.4% | +2.7% | -24.0% |
| 10Y | -2.5% | -45.0% | +42.4% | +13.2% |
| All | -2.5% | -45.7% | +43.2% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling