-34.8%
CLX vs CRS
+636.8%
-671.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -4.9% | -0.5% | -4.4% | -4.9% |
| 30D | -15.8% | -18.1% | +2.3% | -15.7% |
| 3M | -7.9% | -12.4% | +4.5% | -8.0% |
| 6M | -19.0% | +15.9% | -35.0% | -19.1% |
| YTD | -7.9% | +45.8% | -53.8% | -7.6% |
| 1Y | -25.4% | +87.8% | -113.1% | -24.7% |
| All | -34.8% | +636.8% | -671.6% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling