-25.4%
CLX vs GAP
-8.8%
-16.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.4% |
| 7D | -4.9% | -3.2% | -1.8% | -4.4% |
| 30D | -15.8% | -0.7% | -15.1% | -15.7% |
| 3M | -7.9% | -0.5% | -7.5% | -8.2% |
| 6M | -19.0% | -5.0% | -14.1% | -18.3% |
| YTD | -7.9% | -14.7% | +6.7% | -7.0% |
| 1Y | -25.4% | -8.6% | -16.7% | -25.7% |
| All | -25.4% | -8.8% | -16.6% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling