+53.3%
CSX vs CLX
-26.6%
+80.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -2.7% | +12.4% | -15.1% | -5.0% |
| 30D | +7.0% | +21.1% | -14.1% | +2.9% |
| 3M | -0.3% | -3.3% | +3.0% | +0.1% |
| 6M | +13.5% | +18.8% | -5.3% | +8.9% |
| YTD | +41.5% | +3.9% | +37.6% | +39.5% |
| 1Y | +45.8% | -3.8% | +49.6% | +45.9% |
| 3Y | +74.4% | -10.5% | +84.9% | +75.8% |
| All | +53.3% | -26.6% | +80.0% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling