+5,760.6%
CRM vs CLX
+212.4%
+5,548.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.3% |
| 7D | -4.4% | -5.7% | +1.3% | -2.5% |
| 30D | +28.1% | -17.0% | +45.2% | +36.3% |
| 3M | +48.8% | -9.7% | +58.5% | +53.8% |
| 6M | +28.3% | -19.8% | +48.1% | +36.6% |
| YTD | -6.0% | -9.8% | +3.8% | -4.8% |
| 1Y | +1.4% | -26.2% | +27.6% | +10.4% |
| 3Y | +11.8% | -36.2% | +48.0% | +25.8% |
| 5Y | -2.0% | -38.3% | +36.3% | +7.7% |
| 10Y | +239.6% | -3.5% | +243.1% | +160.2% |
| All | +5,760.6% | +212.4% | +5,548.2% | +2,088.5% |
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