-1.4%
CLX vs SGI
+263.3%
-264.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -2.1% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | -15.8% | +5.5% | -21.3% | -16.1% |
| 3M | -7.9% | -3.6% | -4.3% | -7.8% |
| 6M | -19.0% | -15.0% | -4.0% | -18.6% |
| YTD | -7.9% | -23.0% | +15.1% | -7.1% |
| 1Y | -25.4% | -18.4% | -7.0% | -24.9% |
| 3Y | -35.0% | +57.8% | -92.8% | -36.2% |
| 5Y | -36.8% | +51.5% | -88.2% | -38.9% |
| 10Y | -1.4% | +275.2% | -276.6% | -4.0% |
| All | -1.4% | +263.3% | -264.7% | -4.0% |
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