-5.6%
CLX vs ROP
+10.4%
-16.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.8% | +5.0% |
| 7D | +14.2% | +11.7% | +2.5% | +12.1% |
| 30D | +22.7% | +35.5% | -12.8% | +17.3% |
| 3M | -2.8% | +25.6% | -28.4% | -6.2% |
| 6M | +17.7% | +39.3% | -21.6% | +13.1% |
| YTD | +3.3% | +11.6% | -8.3% | +0.8% |
| 1Y | -5.6% | +10.6% | -16.2% | -7.8% |
| All | -5.6% | +10.4% | -16.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling