+29.3%
CLX vs SAN
+255.1%
-225.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +13.6% | +10.8% | +2.9% | +13.3% |
| 30D | +29.1% | -5.7% | +34.8% | +29.2% |
| 3M | +1.6% | -13.4% | +15.0% | +1.9% |
| 6M | +18.7% | +3.5% | +15.2% | +18.6% |
| YTD | +11.1% | +9.7% | +1.4% | +10.9% |
| 1Y | +7.0% | +20.9% | -13.9% | +6.7% |
| 3Y | -10.0% | +254.3% | -264.3% | -10.6% |
| 5Y | -22.6% | +304.2% | -326.9% | -23.5% |
| 10Y | +29.3% | +260.2% | -230.9% | +33.9% |
| All | +29.3% | +255.1% | -225.7% | +33.9% |
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