+72.2%
CSX vs CLX
-32.8%
+105.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -3.4% | -9.2% | +5.9% | -1.5% |
| 30D | -3.1% | -11.0% | +8.0% | -0.9% |
| 3M | +7.2% | +5.0% | +2.1% | +5.7% |
| 6M | +16.2% | -18.8% | +35.0% | +21.1% |
| YTD | +37.5% | -4.4% | +42.0% | +38.4% |
| 1Y | +53.2% | -21.9% | +75.1% | +60.6% |
| All | +72.2% | -32.8% | +105.0% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling