-1.4%
CLX vs CG
+324.5%
-325.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.9% |
| 7D | -4.9% | -6.4% | +1.5% | -4.5% |
| 30D | -15.8% | -7.1% | -8.8% | -15.4% |
| 3M | -7.9% | -1.6% | -6.4% | -7.8% |
| 6M | -19.0% | -8.3% | -10.7% | -18.7% |
| YTD | -7.9% | -23.8% | +15.9% | -6.6% |
| 1Y | -25.4% | -28.7% | +3.4% | -24.1% |
| 3Y | -35.0% | +49.2% | -84.2% | -37.6% |
| 5Y | -36.8% | +5.5% | -42.3% | -39.3% |
| 10Y | -1.4% | +331.2% | -332.7% | -10.0% |
| All | -1.4% | +324.5% | -325.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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