-57.7%
CSGP vs CLX
-10.9%
-46.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | +2.5% |
| 7D | +18.3% | +14.2% | +4.1% | +14.3% |
| 30D | +17.8% | +22.7% | -4.9% | +11.9% |
| 3M | +9.3% | -2.8% | +12.0% | +9.2% |
| 6M | -7.9% | +17.7% | -25.6% | -10.8% |
| YTD | -51.5% | +3.3% | -54.9% | -53.1% |
| 1Y | -53.3% | -5.6% | -47.7% | -53.8% |
| All | -57.7% | -10.9% | -46.8% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling