-7.3%
CMG vs CLX
-35.7%
+28.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -3.8% | -5.9% | +2.0% | -2.7% |
| 30D | +12.9% | -17.0% | +29.9% | +17.2% |
| 3M | +18.8% | -9.6% | +28.3% | +20.6% |
| 6M | +4.1% | -21.5% | +25.6% | +8.7% |
| YTD | -2.4% | -8.8% | +6.5% | -1.9% |
| 1Y | -6.7% | -24.7% | +18.0% | -2.3% |
| All | -7.3% | -35.7% | +28.4% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling