+136.0%
CMS vs CLX
+29.7%
+106.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -1.1% | +7.8% | -8.9% | -3.2% |
| 30D | +6.6% | +28.5% | -22.0% | -0.9% |
| 3M | +0.8% | +1.3% | -0.5% | +0.1% |
| 6M | -3.3% | +23.4% | -26.7% | -9.7% |
| YTD | +2.7% | +11.4% | -8.6% | -1.8% |
| 1Y | -4.0% | +6.9% | -10.9% | -7.2% |
| 3Y | +37.6% | -9.8% | +47.4% | +38.5% |
| 5Y | +35.4% | -22.7% | +58.1% | +39.5% |
| 10Y | +136.0% | +28.7% | +107.3% | +85.1% |
| All | +136.0% | +29.7% | +106.4% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling