-36.2%
CLX vs SCHG
+86.3%
-122.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -5.7% | -1.0% | -4.7% | -5.6% |
| 30D | -17.0% | -1.3% | -15.8% | -16.9% |
| 3M | -9.7% | +5.4% | -15.1% | -10.1% |
| 6M | -19.8% | +14.4% | -34.2% | -20.9% |
| YTD | -9.8% | +8.0% | -17.9% | -10.7% |
| 1Y | -26.2% | +12.7% | -38.9% | -27.3% |
| 3Y | -36.2% | +85.6% | -121.8% | -47.6% |
| All | -36.2% | +86.3% | -122.4% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling