+3,446.1%
CSGP vs CLX
+350.4%
+3,095.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | +2.6% |
| 7D | +18.3% | +14.2% | +4.1% | +14.4% |
| 30D | +17.8% | +22.7% | -4.9% | +12.0% |
| 3M | +9.3% | -2.8% | +12.0% | +10.0% |
| 6M | -7.9% | +17.7% | -25.6% | -11.7% |
| YTD | -51.5% | +3.3% | -54.9% | -52.4% |
| 1Y | -53.3% | -5.6% | -47.7% | -53.1% |
| 3Y | -57.9% | -11.0% | -46.9% | -57.5% |
| 5Y | -61.3% | -27.6% | -33.7% | -59.7% |
| 10Y | +77.5% | +19.2% | +58.3% | +56.2% |
| All | +3,446.1% | +350.4% | +3,095.7% | +2,265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling