+37.6%
CMS vs CLX
-26.6%
+64.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | +1.7% | +12.4% | -10.8% | -1.0% |
| 30D | +8.6% | +21.1% | -12.5% | +4.1% |
| 3M | -0.5% | -3.3% | +2.8% | 0.0% |
| 6M | -4.2% | +18.8% | -23.0% | -8.4% |
| YTD | +3.4% | +3.9% | -0.5% | +1.4% |
| 1Y | +0.4% | -3.8% | +4.3% | +0.2% |
| 3Y | +38.2% | -10.5% | +48.7% | +39.6% |
| All | +37.6% | -26.6% | +64.2% | +40.1% |
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 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