-38.9%
CLX vs AGI
+400.3%
-439.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -5.7% | -2.7% | -3.0% | -5.5% |
| 30D | -17.0% | +7.2% | -24.3% | -17.4% |
| 3M | -9.7% | +4.3% | -13.9% | -10.0% |
| 6M | -19.8% | -27.1% | +7.3% | -18.8% |
| YTD | -9.8% | -6.6% | -3.2% | -9.6% |
| 1Y | -26.2% | +9.5% | -35.7% | -26.5% |
| 3Y | -36.2% | +208.4% | -244.6% | -40.6% |
| All | -38.9% | +400.3% | -439.2% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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