-35.4%
CLX vs GPN
-27.4%
-8.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -5.9% | -3.5% | -2.3% | -5.3% |
| 30D | -17.0% | +3.1% | -20.2% | -17.5% |
| 3M | -9.6% | +42.3% | -51.9% | -14.0% |
| 6M | -21.5% | +20.9% | -42.4% | -23.9% |
| YTD | -8.8% | +15.2% | -24.0% | -11.3% |
| 1Y | -24.7% | +5.4% | -30.1% | -25.8% |
| All | -35.4% | -27.4% | -8.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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