+2,336.0%
CLX vs CAG
+604.9%
+1,731.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -9.2% | -3.8% | -5.4% | -8.2% |
| 30D | -11.0% | +3.1% | -14.2% | -11.9% |
| 3M | +5.0% | +23.5% | -18.4% | -1.5% |
| 6M | -18.8% | -14.8% | -4.0% | -15.2% |
| YTD | -4.4% | -5.4% | +1.0% | -3.3% |
| 1Y | -21.9% | -11.8% | -10.0% | -19.4% |
| 3Y | -32.8% | -36.7% | +3.9% | -24.2% |
| 5Y | -34.6% | -40.3% | +5.7% | -25.1% |
| 10Y | -4.7% | -37.0% | +32.3% | +3.8% |
| All | +2,336.0% | +604.9% | +1,731.1% | +1,098.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling