+409.0%
CSX vs CLX
+26.5%
+382.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | +0.7% | +13.6% | -12.9% | -1.8% |
| 30D | +8.1% | +29.1% | -21.0% | +2.8% |
| 3M | +2.2% | +1.6% | +0.6% | +1.6% |
| 6M | +14.6% | +18.7% | -4.1% | +10.3% |
| YTD | +42.2% | +11.1% | +31.1% | +38.4% |
| 1Y | +47.3% | +7.0% | +40.3% | +44.3% |
| 3Y | +73.5% | -10.0% | +83.5% | +74.6% |
| 5Y | +54.1% | -22.6% | +76.7% | +57.1% |
| 10Y | +409.0% | +29.3% | +379.6% | +387.6% |
| All | +409.0% | +26.5% | +382.4% | +387.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling