-32.5%
CLX vs GAP
+114.2%
-146.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -9.2% | -4.5% | -4.8% | -8.9% |
| 30D | -11.0% | +9.0% | -20.1% | -11.7% |
| 3M | +5.0% | +5.0% | 0.0% | +4.5% |
| 6M | -18.8% | -17.8% | -1.0% | -18.2% |
| YTD | -4.4% | -10.4% | +6.0% | -4.2% |
| 1Y | -21.9% | -3.4% | -18.5% | -22.0% |
| All | -32.5% | +114.2% | -146.8% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling