-33.6%
CLX vs SFM
+96.9%
-130.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.3% |
| 7D | -3.5% | -5.8% | +2.3% | -3.3% |
| 30D | -11.9% | -11.4% | -0.5% | -11.5% |
| 3M | -2.6% | -12.2% | +9.6% | -2.2% |
| 6M | -18.2% | -5.2% | -13.0% | -18.1% |
| YTD | -5.9% | -4.5% | -1.4% | -5.9% |
| 1Y | -23.8% | -45.4% | +21.6% | -22.9% |
| 3Y | -33.6% | +91.1% | -124.7% | -45.2% |
| All | -33.6% | +96.9% | -130.5% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling