+24.9%
CLX vs ROP
+189.6%
-164.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.8% |
| 7D | +17.4% | -1.6% | +19.0% | +17.8% |
| 30D | +27.8% | +29.5% | -1.8% | +19.8% |
| 3M | +3.0% | +17.5% | -14.5% | -1.1% |
| 6M | +17.5% | +38.1% | -20.5% | +8.3% |
| YTD | +10.0% | +7.0% | +3.0% | +7.5% |
| 1Y | +3.3% | +6.5% | -3.2% | +1.0% |
| 3Y | -10.1% | -5.5% | -4.7% | -9.9% |
| 5Y | -23.7% | -0.4% | -23.4% | -25.5% |
| 10Y | +24.9% | +183.6% | -158.7% | +4.9% |
| All | +24.9% | +189.6% | -164.8% | +4.9% |
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 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