+115.8%
CMS vs CLX
-3.9%
+119.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +1.2% | -3.5% | +4.8% | +2.3% |
| 30D | -3.2% | -11.9% | +8.7% | +0.3% |
| 3M | -2.2% | -2.6% | +0.4% | -1.9% |
| 6M | -9.4% | -18.2% | +8.7% | -4.8% |
| YTD | +0.7% | -5.9% | +6.6% | +1.2% |
| 1Y | +0.4% | -23.8% | +24.2% | +7.4% |
| 3Y | +35.2% | -33.6% | +68.8% | +49.3% |
| 5Y | +24.1% | -35.7% | +59.8% | +35.3% |
| 10Y | +115.8% | -2.5% | +118.3% | +92.8% |
| All | +115.8% | -3.9% | +119.7% | +92.8% |
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 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