+2,336.0%
CLX vs CRS
+10,171.0%
-7,835.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | -9.2% | -0.2% | -9.0% | -9.2% |
| 30D | -11.0% | -16.6% | +5.6% | -9.9% |
| 3M | +5.0% | -3.5% | +8.5% | +5.1% |
| 6M | -18.8% | +15.4% | -34.3% | -20.0% |
| YTD | -4.4% | +51.2% | -55.6% | -7.7% |
| 1Y | -21.9% | +98.3% | -120.1% | -26.3% |
| 3Y | -32.8% | +651.5% | -684.3% | -43.7% |
| 5Y | -34.6% | +1,411.1% | -1,445.7% | -49.0% |
| 10Y | -4.7% | +1,424.3% | -1,429.0% | -30.5% |
| All | +2,336.0% | +10,171.0% | -7,835.0% | +1,101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling