+2,336.0%
CLX vs SAN
+2,116.5%
+219.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -9.2% | +1.8% | -11.0% | -9.4% |
| 30D | -11.0% | +2.0% | -13.0% | -11.3% |
| 3M | +5.0% | +19.7% | -14.7% | +2.6% |
| 6M | -18.8% | +30.6% | -49.4% | -21.5% |
| YTD | -4.4% | +28.8% | -33.3% | -7.7% |
| 1Y | -21.9% | +57.8% | -79.6% | -26.4% |
| 3Y | -32.8% | +338.1% | -370.9% | -44.6% |
| 5Y | -34.6% | +384.2% | -418.8% | -47.6% |
| 10Y | -4.7% | +353.1% | -357.8% | -26.8% |
| All | +2,336.0% | +2,116.5% | +219.5% | +1,195.2% |
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