+65.2%
CSGP vs CLX
+19.4%
+45.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -4.9% | -4.7% |
| 7D | +1.3% | +13.6% | -12.3% | -1.3% |
| 30D | +10.7% | +23.4% | -12.7% | +6.2% |
| 3M | +3.3% | -2.8% | +6.1% | +3.6% |
| 6M | -10.3% | +14.0% | -24.3% | -12.6% |
| YTD | -54.6% | +4.2% | -58.7% | -55.4% |
| 1Y | -54.6% | -1.2% | -53.5% | -55.0% |
| 3Y | -60.3% | -12.7% | -47.7% | -60.0% |
| 5Y | -63.3% | -26.5% | -36.8% | -62.5% |
| All | +65.2% | +19.4% | +45.8% | +49.1% |
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