-35.7%
CLX vs GAP
+9.4%
-45.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.6% |
| 7D | -3.5% | +1.7% | -5.3% | -3.7% |
| 30D | -11.9% | +9.3% | -21.2% | -12.6% |
| 3M | -2.6% | +6.1% | -8.7% | -3.2% |
| 6M | -18.2% | -2.3% | -15.9% | -18.2% |
| YTD | -5.9% | -10.6% | +4.7% | -5.6% |
| 1Y | -23.8% | -4.4% | -19.4% | -24.0% |
| 3Y | -33.6% | +118.3% | -151.9% | -40.1% |
| 5Y | -35.7% | +12.2% | -47.9% | -42.2% |
| All | -35.7% | +9.4% | -45.1% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling