+44.1%
CSGP vs CLX
-4.6%
+48.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | -4.1% | -9.2% | +5.2% | -2.3% |
| 30D | +2.3% | -11.0% | +13.4% | +4.7% |
| 3M | -8.2% | +5.0% | -13.2% | -8.8% |
| 6M | -35.1% | -18.8% | -16.2% | -32.8% |
| YTD | -54.0% | -4.4% | -49.6% | -54.0% |
| 1Y | -65.3% | -21.9% | -43.5% | -63.9% |
| 3Y | -62.6% | -32.8% | -29.8% | -60.4% |
| 5Y | -64.8% | -34.6% | -30.3% | -63.1% |
| All | +44.1% | -4.6% | +48.8% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling