+490.1%
CSX vs CLX
-4.4%
+494.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -3.4% | -9.2% | +5.9% | -1.6% |
| 30D | -3.1% | -11.0% | +8.0% | -0.9% |
| 3M | +7.2% | +5.0% | +2.1% | +5.8% |
| 6M | +16.2% | -18.8% | +35.0% | +20.4% |
| YTD | +37.5% | -4.4% | +42.0% | +38.0% |
| 1Y | +53.2% | -21.9% | +75.1% | +59.6% |
| 3Y | +68.2% | -32.8% | +101.0% | +78.9% |
| 5Y | +65.2% | -34.6% | +99.8% | +74.2% |
| All | +490.1% | -4.4% | +494.5% | +481.4% |
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