+165.0%
CMI vs CLX
-38.5%
+203.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.3% |
| 7D | -0.7% | -5.7% | +5.0% | -0.3% |
| 30D | -12.4% | -17.0% | +4.6% | -11.3% |
| 3M | -14.8% | -9.7% | -5.1% | -14.3% |
| 6M | +0.8% | -19.8% | +20.6% | +2.4% |
| YTD | +10.2% | -9.8% | +20.0% | +11.0% |
| 1Y | +37.4% | -26.2% | +63.6% | +40.7% |
| 3Y | +153.3% | -36.2% | +189.5% | +161.1% |
| All | +165.0% | -38.5% | +203.5% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling