-21.9%
CLX vs SGI
-17.2%
-4.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -9.2% | +8.5% | -17.8% | -10.6% |
| 30D | -11.0% | +0.7% | -11.7% | -11.2% |
| 3M | +5.0% | +0.6% | +4.4% | +4.7% |
| 6M | -18.8% | -17.9% | -0.9% | -17.7% |
| YTD | -4.4% | -21.2% | +16.8% | -2.7% |
| 1Y | -21.9% | -18.9% | -3.0% | -19.6% |
| All | -21.9% | -17.2% | -4.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling