+150.2%
CMI vs CLX
-35.7%
+186.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | +0.8% | -5.9% | +6.7% | +1.2% |
| 30D | -12.8% | -17.0% | +4.3% | -11.9% |
| 3M | -12.4% | -9.6% | -2.9% | -11.9% |
| 6M | -0.9% | -21.5% | +20.6% | +0.9% |
| YTD | +8.9% | -8.8% | +17.7% | +9.9% |
| 1Y | +37.7% | -24.7% | +62.4% | +41.3% |
| All | +150.2% | -35.7% | +186.0% | +163.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling