-3.3%
CLX vs GAP
+27.6%
-30.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | -5.9% | -6.3% | +0.5% | -5.6% |
| 30D | -17.0% | -0.2% | -16.8% | -17.1% |
| 3M | -9.6% | 0.0% | -9.6% | -9.6% |
| 6M | -21.5% | -8.1% | -13.4% | -21.3% |
| YTD | -8.8% | -16.5% | +7.7% | -8.4% |
| 1Y | -24.7% | -10.5% | -14.2% | -24.5% |
| 3Y | -35.6% | +104.0% | -139.6% | -37.4% |
| 5Y | -37.6% | +6.8% | -44.4% | -39.7% |
| All | -3.3% | +27.6% | -30.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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