-2.9%
CLX vs SIMO
+514.4%
-517.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -1.3% |
| 7D | -9.2% | +4.2% | -13.5% | -9.2% |
| 30D | -11.0% | +4.1% | -15.1% | -11.0% |
| 3M | +5.0% | -12.9% | +17.9% | +5.1% |
| 6M | -18.8% | +110.3% | -129.2% | -19.9% |
| YTD | -4.4% | +178.6% | -183.0% | -6.1% |
| 1Y | -21.9% | +220.0% | -241.8% | -23.5% |
| 3Y | -32.8% | +409.0% | -441.8% | -35.1% |
| 5Y | -34.6% | +277.3% | -311.9% | -36.6% |
| All | -2.9% | +514.4% | -517.3% | -7.8% |
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