-3.3%
CLX vs CRS
+1,409.1%
-1,412.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.9% |
| 7D | -5.9% | -4.1% | -1.7% | -5.8% |
| 30D | -17.0% | -16.6% | -0.5% | -16.8% |
| 3M | -9.6% | -14.3% | +4.7% | -9.4% |
| 6M | -21.5% | +11.6% | -33.1% | -21.7% |
| YTD | -8.8% | +42.6% | -51.4% | -9.3% |
| 1Y | -24.7% | +81.8% | -106.5% | -25.3% |
| 3Y | -35.6% | +632.1% | -667.7% | -37.7% |
| 5Y | -37.6% | +1,401.6% | -1,439.3% | -40.3% |
| All | -3.3% | +1,409.1% | -1,412.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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