+30.3%
CLX vs ROP
+183.9%
-153.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | +8.5% | -2.7% | +11.2% | +9.2% |
| 30D | +30.0% | +29.7% | +0.3% | +21.8% |
| 3M | +3.8% | +21.2% | -17.4% | -1.1% |
| 6M | +24.6% | +48.3% | -23.6% | +12.8% |
| YTD | +12.8% | +8.4% | +4.4% | +9.8% |
| 1Y | +8.6% | +6.0% | +2.6% | +6.4% |
| 3Y | -8.6% | -5.6% | -3.0% | -8.3% |
| 5Y | -21.8% | +1.3% | -23.0% | -23.8% |
| All | +30.3% | +183.9% | -153.7% | +3.4% |
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