-27.8%
CLX vs CG
-21.6%
-6.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | +13.6% | -1.2% | +14.8% | +13.7% |
| 30D | +23.4% | +5.0% | +18.3% | +22.7% |
| 3M | -2.8% | -18.2% | +15.4% | -1.0% |
| 6M | +14.0% | -20.7% | +34.7% | +16.3% |
| YTD | +4.2% | -31.4% | +35.6% | +7.3% |
| 1Y | -1.2% | -22.3% | +21.1% | +0.6% |
| 3Y | -12.7% | +50.2% | -62.9% | -18.9% |
| All | -27.8% | -21.6% | -6.2% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling