+62.6%
CSGP vs CLX
+29.7%
+32.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -7.1% | +7.8% | -14.9% | -8.5% |
| 30D | +3.6% | +28.5% | -24.9% | -1.4% |
| 3M | -2.7% | +1.3% | -4.1% | -3.3% |
| 6M | -8.1% | +23.4% | -31.4% | -11.7% |
| YTD | -55.0% | +11.4% | -66.4% | -56.4% |
| 1Y | -55.8% | +6.9% | -62.7% | -56.8% |
| 3Y | -62.0% | -9.8% | -52.2% | -62.0% |
| 5Y | -62.9% | -22.7% | -40.3% | -62.5% |
| 10Y | +62.6% | +28.7% | +33.8% | +44.5% |
| All | +62.6% | +29.7% | +32.9% | +44.5% |
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 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