+9,714.3%
CSX vs CLX
+2,609.7%
+7,104.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | -5.5% | +13.6% | -19.1% | -8.8% |
| 30D | +4.9% | +23.4% | -18.4% | -1.0% |
| 3M | -2.9% | -2.8% | 0.0% | -2.3% |
| 6M | +8.3% | +14.0% | -5.6% | +3.7% |
| YTD | +36.7% | +4.2% | +32.6% | +33.6% |
| 1Y | +41.5% | -1.2% | +42.7% | +40.2% |
| 3Y | +68.6% | -12.7% | +81.3% | +71.0% |
| 5Y | +48.4% | -26.5% | +74.9% | +54.6% |
| 10Y | +446.6% | +20.2% | +426.4% | +370.2% |
| All | +9,714.3% | +2,609.7% | +7,104.6% | +2,901.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling