-35.7%
CLX vs CAG
-40.6%
+4.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -0.9% |
| 7D | -3.5% | -5.3% | +1.7% | -1.1% |
| 30D | -11.9% | +1.0% | -12.9% | -12.4% |
| 3M | -2.6% | +17.4% | -20.0% | -10.2% |
| 6M | -18.2% | -16.8% | -1.4% | -11.4% |
| YTD | -5.9% | -6.8% | +0.9% | -3.7% |
| 1Y | -23.8% | -15.4% | -8.5% | -18.5% |
| 3Y | -33.6% | -37.1% | +3.5% | -19.8% |
| 5Y | -35.7% | -41.3% | +5.6% | -19.6% |
| All | -35.7% | -40.6% | +4.9% | -19.6% |
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