-33.6%
CLX vs CG
+56.8%
-90.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | -3.5% | -1.3% | -2.3% | -3.4% |
| 30D | -11.9% | -3.2% | -8.7% | -11.6% |
| 3M | -2.6% | +6.2% | -8.8% | -3.0% |
| 6M | -18.2% | -4.7% | -13.5% | -17.9% |
| YTD | -5.9% | -20.6% | +14.7% | -4.6% |
| 1Y | -23.8% | -26.4% | +2.5% | -22.5% |
| 3Y | -33.6% | +55.4% | -89.0% | -44.0% |
| All | -33.6% | +56.8% | -90.4% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling