+19.1%
CLX vs SIMO
+379.7%
-360.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | +0.3% |
| 7D | +13.6% | -22.0% | +35.6% | +13.3% |
| 30D | +23.4% | -43.0% | +66.4% | +22.7% |
| 3M | -2.8% | -39.1% | +36.3% | -3.2% |
| 6M | +14.0% | -33.3% | +47.3% | +13.3% |
| YTD | +4.2% | +77.0% | -72.8% | +1.8% |
| 1Y | -1.2% | +73.0% | -74.2% | -3.4% |
| 3Y | -12.7% | +215.7% | -228.4% | -16.0% |
| 5Y | -26.5% | +155.6% | -182.1% | -29.2% |
| All | +19.1% | +379.7% | -360.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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