-60.3%
CSGP vs CLX
-10.2%
-50.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -4.9% | -4.7% |
| 7D | +1.3% | +13.6% | -12.3% | -2.0% |
| 30D | +10.7% | +23.4% | -12.7% | +5.0% |
| 3M | +3.3% | -2.8% | +6.1% | +3.2% |
| 6M | -10.3% | +14.0% | -24.3% | -12.8% |
| YTD | -54.6% | +4.2% | -58.7% | -56.1% |
| 1Y | -54.6% | -1.2% | -53.5% | -55.6% |
| 3Y | -60.3% | -12.7% | -47.7% | -62.2% |
| All | -60.3% | -10.2% | -50.1% | -62.2% |
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