+341.8%
CLX vs SGI
+1,862.0%
-1,520.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.4% |
| 7D | +13.6% | -3.9% | +17.6% | +14.0% |
| 30D | +29.1% | +0.9% | +28.1% | +28.9% |
| 3M | +1.6% | -2.9% | +4.5% | +1.8% |
| 6M | +18.7% | -9.0% | +27.7% | +19.4% |
| YTD | +11.1% | -29.2% | +40.3% | +13.6% |
| 1Y | +7.0% | -32.3% | +39.3% | +9.7% |
| 3Y | -10.0% | +72.4% | -82.4% | -14.1% |
| 5Y | -22.6% | +50.6% | -73.3% | -26.5% |
| 10Y | +29.3% | +335.2% | -305.9% | +9.1% |
| All | +341.8% | +1,862.0% | -1,520.2% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling