+427.3%
CSX vs CLX
+19.4%
+407.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | -5.5% | +13.6% | -19.1% | -7.9% |
| 30D | +4.9% | +23.4% | -18.4% | +0.8% |
| 3M | -2.9% | -2.8% | 0.0% | -2.5% |
| 6M | +8.3% | +14.0% | -5.6% | +5.1% |
| YTD | +36.7% | +4.2% | +32.6% | +34.8% |
| 1Y | +41.5% | -1.2% | +42.7% | +40.8% |
| 3Y | +68.6% | -12.7% | +81.3% | +70.7% |
| 5Y | +48.4% | -26.5% | +74.9% | +52.8% |
| All | +427.3% | +19.4% | +407.9% | +419.8% |
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