-1.4%
CLX vs SAN
+329.5%
-331.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -4.9% | -0.5% | -4.5% | -4.9% |
| 30D | -15.8% | -0.1% | -15.7% | -15.8% |
| 3M | -7.9% | +19.6% | -27.6% | -8.3% |
| 6M | -19.0% | +32.7% | -51.7% | -19.5% |
| YTD | -7.9% | +26.7% | -34.6% | -8.4% |
| 1Y | -25.4% | +51.6% | -77.0% | -25.9% |
| 3Y | -35.0% | +348.7% | -383.8% | -35.8% |
| 5Y | -36.8% | +378.7% | -415.5% | -37.7% |
| 10Y | -1.4% | +336.9% | -338.4% | -0.7% |
| All | -1.4% | +329.5% | -331.0% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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