+142.9%
CLX vs SCHG
+1,127.0%
-984.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -4.9% | -0.9% | -4.1% | -4.7% |
| 30D | -15.8% | -2.3% | -13.5% | -15.3% |
| 3M | -7.9% | +4.5% | -12.5% | -9.0% |
| 6M | -19.0% | +13.6% | -32.6% | -21.8% |
| YTD | -7.9% | +7.6% | -15.5% | -9.9% |
| 1Y | -25.4% | +13.0% | -38.4% | -28.1% |
| 3Y | -35.0% | +87.0% | -122.0% | -46.6% |
| 5Y | -36.8% | +82.9% | -119.6% | -48.7% |
| 10Y | -1.4% | +453.6% | -455.1% | -49.9% |
| All | +142.9% | +1,127.0% | -984.0% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling