-26.9%
CLX vs CPB
-31.3%
+4.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.8% |
| 7D | +13.6% | +8.0% | +5.6% | +9.9% |
| 30D | +23.4% | +22.4% | +1.0% | +13.0% |
| 3M | -2.8% | +2.5% | -5.4% | -4.6% |
| 6M | +14.0% | +12.2% | +1.8% | +7.4% |
| YTD | +4.2% | -12.8% | +17.0% | +9.3% |
| 1Y | -1.2% | -19.2% | +18.0% | +7.0% |
| 3Y | -12.7% | -35.6% | +22.9% | +1.8% |
| All | -26.9% | -31.3% | +4.4% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling