-27.8%
CLX vs CAG
-39.0%
+11.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | +13.6% | +5.8% | +7.8% | +10.5% |
| 30D | +23.4% | +16.4% | +7.0% | +14.7% |
| 3M | -2.8% | +3.8% | -6.7% | -5.1% |
| 6M | +14.0% | +10.8% | +3.2% | +7.5% |
| YTD | +4.2% | -5.8% | +10.0% | +5.7% |
| 1Y | -1.2% | -2.4% | +1.2% | -1.5% |
| 3Y | -12.7% | -33.4% | +20.7% | +1.9% |
| All | -27.8% | -39.0% | +11.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling