-22.6%
CLX vs SFM
+116.0%
-138.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.1% |
| 7D | +9.5% | +6.0% | +3.5% | +9.1% |
| 30D | +30.7% | -19.5% | +50.2% | +32.0% |
| 3M | +4.2% | -37.0% | +41.3% | +6.9% |
| 6M | +22.1% | -41.0% | +63.1% | +25.6% |
| YTD | +14.1% | -34.6% | +48.7% | +16.4% |
| 1Y | +10.3% | -36.3% | +46.6% | +12.7% |
| 3Y | -7.8% | +24.5% | -32.3% | -15.2% |
| All | -22.6% | +116.0% | -138.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling