+6,046.1%
CRH vs CLX
+2,245.0%
+3,801.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.2% |
| 7D | -6.1% | -5.7% | -0.4% | -5.1% |
| 30D | -9.3% | -17.0% | +7.7% | -6.2% |
| 3M | -15.2% | -9.7% | -5.5% | -13.7% |
| 6M | -14.2% | -19.8% | +5.6% | -11.0% |
| YTD | -28.3% | -9.8% | -18.4% | -27.1% |
| 1Y | -21.8% | -26.2% | +4.4% | -17.9% |
| 3Y | +71.6% | -36.2% | +107.8% | +83.3% |
| 5Y | +96.6% | -38.3% | +135.0% | +108.8% |
| 10Y | +253.8% | -3.5% | +257.3% | +234.6% |
| All | +6,046.1% | +2,245.0% | +3,801.1% | +5,311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling