+18.3%
CLX vs CRL
+378.4%
-360.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.6% | -0.4% |
| 7D | +13.6% | -6.1% | +19.7% | +14.1% |
| 30D | +23.4% | +12.4% | +11.0% | +21.7% |
| 3M | -2.8% | +27.1% | -30.0% | -5.3% |
| 6M | +14.0% | +85.7% | -71.7% | +6.9% |
| YTD | +4.2% | +69.2% | -65.0% | -1.9% |
| 1Y | -1.2% | +97.5% | -98.7% | -8.4% |
| 3Y | -12.7% | +86.1% | -98.8% | -20.6% |
| 5Y | -26.5% | -10.0% | -16.4% | -28.2% |
| All | +18.3% | +378.4% | -360.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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