-14.6%
CRH vs CLX
-20.9%
+6.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | -1.7% | -9.2% | +7.6% | +0.7% |
| 30D | -5.4% | -11.0% | +5.7% | -2.6% |
| 3M | -11.2% | +5.0% | -16.2% | -11.9% |
| 6M | -15.8% | -18.8% | +3.0% | -13.5% |
| YTD | -23.6% | -4.4% | -19.2% | -19.5% |
| 1Y | -14.6% | -21.9% | +7.3% | -9.1% |
| All | -14.6% | -20.9% | +6.3% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling