-5.0%
CMG vs CLX
-37.2%
+32.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -3.8% | -5.9% | +2.0% | -2.9% |
| 30D | +12.9% | -17.0% | +29.9% | +16.3% |
| 3M | +18.8% | -9.6% | +28.3% | +20.3% |
| 6M | +4.1% | -21.5% | +25.6% | +7.6% |
| YTD | -2.4% | -8.8% | +6.5% | -1.7% |
| 1Y | -6.7% | -24.7% | +18.0% | -3.3% |
| 3Y | -7.1% | -35.6% | +28.5% | -2.0% |
| 5Y | -5.0% | -37.6% | +32.7% | -2.7% |
| All | -5.0% | -37.2% | +32.2% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling