+85.6%
CLX vs SFM
+41.7%
+43.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.5% |
| 7D | +17.4% | -10.2% | +27.6% | +18.5% |
| 30D | +27.8% | -23.9% | +51.6% | +30.5% |
| 3M | +3.0% | -42.3% | +45.3% | +8.0% |
| 6M | +17.5% | -40.1% | +57.7% | +22.6% |
| YTD | +10.0% | -37.8% | +47.7% | +13.9% |
| 1Y | +3.3% | -37.1% | +40.4% | +6.8% |
| 3Y | -10.1% | +21.5% | -31.7% | -16.6% |
| 5Y | -23.7% | +103.8% | -127.5% | -34.9% |
| 10Y | +24.9% | +142.0% | -117.1% | +1.5% |
| All | +85.6% | +41.7% | +43.9% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling