-53.3%
CSGP vs CLX
-6.5%
-46.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | +2.3% |
| 7D | +18.3% | +14.2% | +4.1% | +13.7% |
| 30D | +17.8% | +22.7% | -4.9% | +11.1% |
| 3M | +9.3% | -2.8% | +12.0% | +8.5% |
| 6M | -7.9% | +17.7% | -25.6% | -9.7% |
| YTD | -51.5% | +3.3% | -54.9% | -56.6% |
| 1Y | -53.3% | -5.6% | -47.7% | -55.7% |
| All | -53.3% | -6.5% | -46.8% | -55.7% |
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