+31.8%
CLX vs SGI
+319.5%
-287.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.2% |
| 7D | +9.5% | -5.3% | +14.8% | +9.8% |
| 30D | +30.7% | -2.1% | +32.8% | +30.8% |
| 3M | +4.2% | -8.2% | +12.4% | +4.7% |
| 6M | +22.1% | -4.6% | +26.7% | +22.4% |
| YTD | +14.1% | -31.5% | +45.5% | +15.9% |
| 1Y | +10.3% | -30.8% | +41.1% | +12.1% |
| 3Y | -7.8% | +67.2% | -75.0% | -9.5% |
| 5Y | -20.8% | +42.5% | -63.3% | -23.2% |
| All | +31.8% | +319.5% | -287.8% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling