+147.2%
CLX vs CG
+300.6%
-153.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.1% |
| 7D | +13.6% | +2.0% | +11.7% | +13.5% |
| 30D | +29.1% | +8.5% | +20.5% | +28.3% |
| 3M | +1.6% | -12.1% | +13.7% | +2.5% |
| 6M | +18.7% | -16.4% | +35.2% | +20.0% |
| YTD | +11.1% | -28.0% | +39.1% | +13.1% |
| 1Y | +7.0% | -18.9% | +25.9% | +8.1% |
| 3Y | -10.0% | +51.2% | -61.2% | -13.7% |
| 5Y | -22.6% | -15.9% | -6.8% | -24.5% |
| 10Y | +29.3% | +305.9% | -276.6% | +12.9% |
| All | +147.2% | +300.6% | -153.3% | +118.8% |
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