+2,554.6%
CLX vs SAN
+1,664.5%
+890.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +13.6% | +4.9% | +8.7% | +12.9% |
| 30D | +23.4% | -13.0% | +36.3% | +25.4% |
| 3M | -2.8% | -18.9% | +16.0% | -0.5% |
| 6M | +14.0% | -4.1% | +18.1% | +14.3% |
| YTD | +4.2% | +2.6% | +1.6% | +3.4% |
| 1Y | -1.2% | +16.9% | -18.1% | -3.5% |
| 3Y | -12.7% | +239.1% | -251.7% | -25.8% |
| 5Y | -26.5% | +266.8% | -293.3% | -39.1% |
| 10Y | +20.2% | +246.0% | -225.8% | -4.5% |
| All | +2,554.6% | +1,664.5% | +890.1% | +1,349.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling