+1,960.5%
CLX vs ROP
+25,523.2%
-23,562.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.8% |
| 7D | -9.2% | -4.4% | -4.8% | -8.7% |
| 30D | -11.0% | +3.2% | -14.3% | -11.4% |
| 3M | +5.0% | +23.1% | -18.0% | +2.2% |
| 6M | -18.8% | +13.3% | -32.1% | -20.3% |
| YTD | -4.4% | -7.9% | +3.4% | -3.8% |
| 1Y | -21.9% | -22.1% | +0.2% | -19.7% |
| 3Y | -32.8% | -16.8% | -16.0% | -31.6% |
| 5Y | -34.6% | -13.5% | -21.0% | -33.9% |
| 10Y | -4.7% | +137.7% | -142.4% | -15.5% |
| All | +1,960.5% | +25,523.2% | -23,562.8% | +1,258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling