+73.3%
CSGP vs CLX
+19.1%
+54.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | +13.9% | +12.4% | +1.5% | +11.2% |
| 30D | +16.0% | +21.1% | -5.1% | +11.7% |
| 3M | +6.1% | -3.3% | +9.4% | +6.6% |
| 6M | -8.2% | +18.8% | -27.0% | -11.1% |
| YTD | -52.3% | +3.9% | -56.2% | -53.1% |
| 1Y | -54.5% | -3.8% | -50.7% | -54.6% |
| 3Y | -58.6% | -10.5% | -48.1% | -58.4% |
| 5Y | -61.5% | -26.7% | -34.8% | -60.6% |
| All | +73.3% | +19.1% | +54.3% | +56.5% |
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