-12.7%
CLX vs ROP
-3.5%
-9.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.9% |
| 7D | +13.6% | +2.1% | +11.4% | +13.1% |
| 30D | +23.4% | +32.9% | -9.6% | +16.1% |
| 3M | -2.8% | +20.3% | -23.2% | -6.8% |
| 6M | +14.0% | +36.8% | -22.8% | +7.0% |
| YTD | +4.2% | +8.1% | -3.9% | +3.2% |
| 1Y | -1.2% | +8.3% | -9.4% | -2.2% |
| 3Y | -12.7% | -3.2% | -9.4% | -12.8% |
| All | -12.7% | -3.5% | -9.2% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling