-35.7%
CLX vs CG
+9.5%
-45.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 6M | -18.2% | -4.7% | -13.5% | -17.9% |
| YTD | -5.9% | -20.6% | +14.7% | -4.4% |
| 1Y | -23.8% | -26.4% | +2.5% | -22.2% |
| 3Y | -33.6% | +55.4% | -89.0% | -38.2% |
| 5Y | -35.7% | +9.8% | -45.5% | -42.0% |
| All | -35.7% | +9.5% | -45.2% | -42.0% |
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 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