+112.7%
CLX vs CG
+351.2%
-238.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -9.2% | -4.3% | -4.9% | -9.0% |
| 30D | -11.0% | -5.1% | -6.0% | -10.7% |
| 3M | +5.0% | +8.7% | -3.6% | +4.4% |
| 6M | -18.8% | -9.2% | -9.6% | -18.4% |
| YTD | -4.4% | -18.9% | +14.5% | -3.4% |
| 1Y | -21.9% | -25.6% | +3.8% | -20.7% |
| 3Y | -32.8% | +57.3% | -90.0% | -35.7% |
| 5Y | -34.6% | +10.2% | -44.7% | -37.1% |
| 10Y | -4.7% | +364.2% | -368.9% | -17.6% |
| All | +112.7% | +351.2% | -238.4% | +86.8% |
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