-21.9%
CLX vs ROP
-21.5%
-0.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.0% |
| 7D | -9.2% | -4.4% | -4.8% | -8.8% |
| 30D | -11.0% | +3.2% | -14.3% | -11.3% |
| 3M | +5.0% | +23.1% | -18.0% | +4.0% |
| 6M | -18.8% | +13.3% | -32.1% | -19.5% |
| YTD | -4.4% | -7.9% | +3.4% | -3.1% |
| 1Y | -21.9% | -22.1% | +0.2% | -18.9% |
| All | -21.9% | -21.5% | -0.4% | -18.9% |
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