-2.5%
CLX vs ROP
+134.1%
-136.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.9% |
| 7D | -3.5% | -5.4% | +1.9% | -2.3% |
| 30D | -11.9% | -1.6% | -10.2% | -11.5% |
| 3M | -2.6% | +18.8% | -21.5% | -6.7% |
| 6M | -18.2% | +8.2% | -26.4% | -20.0% |
| YTD | -5.9% | -10.5% | +4.6% | -3.8% |
| 1Y | -23.8% | -23.7% | -0.1% | -18.9% |
| 3Y | -33.6% | -17.9% | -15.7% | -31.0% |
| 5Y | -35.7% | -15.3% | -20.3% | -34.5% |
| 10Y | -2.5% | +133.4% | -135.9% | -23.0% |
| All | -2.5% | +134.1% | -136.6% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling