-56.4%
CSGP vs CLX
+7.9%
-64.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.9% |
| 7D | -6.1% | +8.5% | -14.6% | -8.4% |
| 30D | +0.3% | +30.0% | -29.6% | -7.1% |
| 3M | -1.3% | +3.8% | -5.1% | -4.3% |
| 6M | -8.9% | +24.6% | -33.6% | -13.0% |
| YTD | -55.2% | +12.8% | -68.0% | -61.0% |
| 1Y | -56.4% | +8.6% | -65.0% | -61.0% |
| All | -56.4% | +7.9% | -64.3% | -61.0% |
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