+2,773.4%
CLX vs GAP
+2,150.7%
+622.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +8.5% | -5.2% | +13.7% | +9.0% |
| 30D | +30.0% | -6.9% | +36.9% | +30.8% |
| 3M | +3.8% | +5.7% | -1.9% | +3.1% |
| 6M | +24.6% | +0.9% | +23.7% | +24.2% |
| YTD | +12.8% | -14.5% | +27.2% | +13.6% |
| 1Y | +8.6% | -12.1% | +20.7% | +9.1% |
| 3Y | -8.6% | +72.2% | -80.8% | -16.0% |
| 5Y | -21.8% | +4.5% | -26.3% | -26.8% |
| 10Y | +30.4% | +3.3% | +27.1% | +13.6% |
| All | +2,773.4% | +2,150.7% | +622.7% | +1,191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling