+3,388.4%
CSGP vs CLX
+352.9%
+3,035.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | +13.9% | +12.4% | +1.5% | +10.6% |
| 30D | +16.0% | +21.1% | -5.1% | +10.6% |
| 3M | +6.1% | -3.3% | +9.4% | +6.9% |
| 6M | -8.2% | +18.8% | -27.0% | -12.1% |
| YTD | -52.3% | +3.9% | -56.2% | -53.3% |
| 1Y | -54.5% | -3.8% | -50.7% | -54.5% |
| 3Y | -58.6% | -10.5% | -48.1% | -58.3% |
| 5Y | -61.5% | -26.7% | -34.8% | -60.1% |
| 10Y | +74.7% | +19.9% | +54.8% | +53.5% |
| All | +3,388.4% | +352.9% | +3,035.6% | +2,223.9% |
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