-34.0%
CLX vs CRL
-35.5%
+1.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.2% |
| 7D | -9.2% | -1.0% | -8.2% | -9.2% |
| 30D | -11.0% | +10.7% | -21.7% | -11.7% |
| 3M | +5.0% | +55.3% | -50.2% | +1.8% |
| 6M | -18.8% | +60.7% | -79.5% | -21.7% |
| YTD | -4.4% | +44.6% | -49.0% | -7.3% |
| 1Y | -21.9% | +77.7% | -99.6% | -25.5% |
| 3Y | -32.8% | +37.6% | -70.4% | -36.1% |
| All | -34.0% | -35.5% | +1.5% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling