+97.6%
AGG vs CLX
+278.8%
-181.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.2% |
| 7D | -0.2% | -4.9% | +4.8% | -0.1% |
| 30D | -0.2% | -15.8% | +15.6% | 0.0% |
| 3M | -0.7% | -7.9% | +7.2% | -0.6% |
| 6M | -1.8% | -19.0% | +17.3% | -1.6% |
| YTD | -0.6% | -7.9% | +7.4% | -0.5% |
| 1Y | +0.4% | -25.4% | +25.7% | +0.6% |
| 3Y | +13.2% | -35.0% | +48.2% | +13.6% |
| 5Y | -2.0% | -36.8% | +34.8% | -1.7% |
| 10Y | +15.1% | -1.4% | +16.5% | +16.0% |
| All | +97.6% | +278.8% | -181.2% | +101.7% |
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