+39.8%
CMS vs CLX
-6.4%
+46.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +1.7% | +9.5% | -7.8% | -0.2% |
| 30D | +6.2% | +30.7% | -24.5% | +0.3% |
| 3M | +0.6% | +4.2% | -3.6% | -0.6% |
| 6M | -1.8% | +22.1% | -23.9% | -6.5% |
| YTD | +3.8% | +14.1% | -10.2% | -0.3% |
| 1Y | -1.8% | +10.3% | -12.1% | -5.0% |
| 3Y | +39.8% | -7.8% | +47.6% | +37.3% |
| All | +39.8% | -6.4% | +46.2% | +37.3% |
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