+31.8%
CLX vs CAG
-37.3%
+69.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +0.7% |
| 7D | +9.5% | -3.3% | +12.9% | +10.9% |
| 30D | +30.7% | +7.7% | +23.0% | +26.9% |
| 3M | +4.2% | -3.2% | +7.4% | +5.1% |
| 6M | +22.1% | +7.0% | +15.2% | +18.2% |
| YTD | +14.1% | -9.0% | +23.1% | +17.0% |
| 1Y | +10.3% | -9.6% | +19.9% | +13.4% |
| 3Y | -7.8% | -36.0% | +28.2% | +6.2% |
| 5Y | -20.8% | -40.9% | +20.0% | -6.2% |
| All | +31.8% | -37.3% | +69.0% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling