+131.8%
CLX vs CG
+281.3%
-149.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.9% |
| 3M | -2.8% | -18.2% | +15.4% | -1.5% |
| 6M | +14.0% | -20.7% | +34.7% | +15.7% |
| YTD | +4.2% | -31.4% | +35.6% | +6.5% |
| 1Y | -1.2% | -22.3% | +21.1% | +0.2% |
| 3Y | -12.7% | +50.2% | -62.9% | -16.2% |
| 5Y | -26.5% | -22.1% | -4.4% | -27.9% |
| 10Y | +20.2% | +295.5% | -275.3% | +5.1% |
| All | +131.8% | +281.3% | -149.5% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling