+4,100.0%
CMG vs CLX
+189.4%
+3,910.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -1.5% | -3.5% | +2.1% | -0.5% |
| 30D | +12.7% | -11.9% | +24.6% | +16.6% |
| 3M | +26.3% | -2.6% | +28.9% | +26.4% |
| 6M | +4.5% | -18.2% | +22.7% | +9.6% |
| YTD | -0.1% | -5.9% | +5.8% | +0.4% |
| 1Y | -6.8% | -23.8% | +17.1% | -0.7% |
| 3Y | -5.0% | -33.6% | +28.6% | +4.1% |
| 5Y | -3.0% | -35.7% | +32.6% | +4.7% |
| 10Y | +323.6% | -2.5% | +326.1% | +246.0% |
| All | +4,100.0% | +189.4% | +3,910.6% | +1,582.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling