-21.8%
CLX vs CRS
+842.0%
-863.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.3% |
| 7D | +8.5% | +7.4% | +1.1% | +8.2% |
| 30D | +30.0% | -21.2% | +51.2% | +30.7% |
| 3M | +3.8% | -43.3% | +47.1% | +5.8% |
| 6M | +24.6% | -29.4% | +54.0% | +25.6% |
| YTD | +12.8% | -4.7% | +17.4% | +12.4% |
| 1Y | +8.6% | -9.6% | +18.2% | +8.4% |
| 3Y | -8.6% | +355.5% | -364.1% | -18.0% |
| 5Y | -21.8% | +826.6% | -848.3% | -35.6% |
| All | -21.8% | +842.0% | -863.8% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling