+31.8%
CLX vs CRS
+790.4%
-758.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.8% | +1.2% |
| 7D | +9.5% | +4.8% | +4.7% | +9.4% |
| 30D | +30.7% | -23.2% | +53.9% | +31.0% |
| 3M | +4.2% | -45.5% | +49.7% | +4.9% |
| 6M | +22.1% | -33.1% | +55.2% | +22.5% |
| YTD | +14.1% | -7.2% | +21.3% | +14.1% |
| 1Y | +10.3% | -10.0% | +20.3% | +10.3% |
| 3Y | -7.8% | +332.3% | -340.1% | -9.9% |
| 5Y | -20.8% | +801.9% | -822.7% | -23.7% |
| All | +31.8% | +790.4% | -758.7% | +27.3% |
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