+19,269.7%
CMI vs CLX
+2,294.7%
+16,975.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | +0.7% | -4.9% | +5.6% | +2.0% |
| 30D | -12.3% | -15.8% | +3.5% | -8.3% |
| 3M | -16.8% | -7.9% | -8.9% | -15.5% |
| 6M | +1.5% | -19.0% | +20.6% | +6.3% |
| YTD | +9.8% | -7.9% | +17.7% | +10.9% |
| 1Y | +42.6% | -25.4% | +67.9% | +51.9% |
| 3Y | +151.0% | -35.0% | +186.0% | +174.0% |
| 5Y | +167.0% | -36.8% | +203.8% | +186.5% |
| 10Y | +512.2% | -1.4% | +513.6% | +442.3% |
| All | +19,269.7% | +2,294.7% | +16,975.1% | +7,976.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling