-1.4%
CLX vs SFM
+280.6%
-282.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.8% | -1.7% |
| 7D | -4.9% | -7.2% | +2.2% | -4.2% |
| 30D | -15.8% | -14.3% | -1.5% | -14.5% |
| 3M | -7.9% | -13.7% | +5.8% | -6.7% |
| 6M | -19.0% | -6.0% | -13.0% | -18.9% |
| YTD | -7.9% | -8.2% | +0.3% | -7.7% |
| 1Y | -25.4% | -46.2% | +20.9% | -20.9% |
| 3Y | -35.0% | +83.6% | -118.6% | -43.3% |
| 5Y | -36.8% | +212.7% | -249.5% | -50.5% |
| 10Y | -1.4% | +273.0% | -274.4% | -27.9% |
| All | -1.4% | +280.6% | -282.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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