-35.7%
CLX vs SGI
+61.8%
-97.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | -3.5% | +9.3% | -12.8% | -4.7% |
| 30D | -11.9% | +6.9% | -18.7% | -12.7% |
| 3M | -2.6% | +2.8% | -5.5% | -3.1% |
| 6M | -18.2% | -12.6% | -5.6% | -17.2% |
| YTD | -5.9% | -21.5% | +15.6% | -3.7% |
| 1Y | -23.8% | -18.8% | -5.1% | -22.4% |
| 3Y | -33.6% | +60.8% | -94.4% | -38.1% |
| 5Y | -35.7% | +60.0% | -95.7% | -45.3% |
| All | -35.7% | +61.8% | -97.5% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling