-4.4%
CLX vs MKTX
+5.0%
-9.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -17.0% | +0.7% | -17.7% | -17.1% |
| 3M | -9.7% | +40.8% | -50.5% | -13.3% |
| 6M | -19.8% | -8.0% | -11.8% | -19.3% |
| YTD | -9.8% | -8.7% | -1.1% | -9.2% |
| 1Y | -26.2% | -11.8% | -14.3% | -25.4% |
| 3Y | -36.2% | -24.0% | -12.2% | -35.3% |
| 5Y | -38.3% | -60.3% | +22.0% | -33.1% |
| All | -4.4% | +5.0% | -9.4% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling