+11.7%
CMI vs CLX
-6.5%
+18.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.7% | -11.5% | -5.7% |
| 7D | -11.2% | +14.2% | -25.4% | -11.3% |
| 30D | -9.8% | +22.7% | -32.5% | -10.1% |
| 3M | -25.5% | -2.8% | -22.8% | -25.3% |
| 6M | -27.7% | +17.7% | -45.3% | -29.6% |
| YTD | -6.6% | +3.3% | -10.0% | -1.0% |
| 1Y | +11.7% | -5.6% | +17.3% | +17.8% |
| All | +11.7% | -6.5% | +18.2% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling