+1.4%
CRM vs CLX
-25.9%
+27.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +1.9% |
| 7D | -4.4% | -5.7% | +1.3% | -4.8% |
| 30D | +28.1% | -17.0% | +45.2% | +26.4% |
| 3M | +48.8% | -9.7% | +58.5% | +47.2% |
| 6M | +28.3% | -19.8% | +48.1% | +26.5% |
| YTD | -6.0% | -9.8% | +3.8% | -8.7% |
| 1Y | +1.4% | -26.2% | +27.6% | -3.8% |
| All | +1.4% | -25.9% | +27.3% | -3.8% |
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 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