+322.0%
CMG vs CLX
-3.7%
+325.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -2.1% | -5.7% | +3.6% | -1.4% |
| 30D | +10.9% | -17.0% | +27.9% | +13.2% |
| 3M | +15.8% | -9.7% | +25.5% | +16.9% |
| 6M | +6.9% | -19.8% | +26.8% | +9.1% |
| YTD | -2.2% | -9.8% | +7.7% | -1.5% |
| 1Y | -7.1% | -26.2% | +19.1% | -4.6% |
| 3Y | -7.1% | -36.2% | +29.1% | -3.7% |
| 5Y | -4.8% | -38.3% | +33.6% | -1.8% |
| All | +322.0% | -3.7% | +325.7% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling