-23.8%
CLX vs CPB
-31.9%
+8.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -2.2% |
| 7D | -3.5% | -8.2% | +4.7% | -0.7% |
| 30D | -11.9% | -5.6% | -6.3% | -10.3% |
| 3M | -2.6% | +3.0% | -5.6% | -4.1% |
| 6M | -18.2% | -12.7% | -5.4% | -15.2% |
| YTD | -5.9% | -18.0% | +12.1% | -0.9% |
| 1Y | -23.8% | -31.7% | +7.9% | -16.1% |
| All | -23.8% | -31.9% | +8.0% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling