+24.9%
CLX vs SIMO
+434.7%
-409.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.7% | -0.1% | +5.6% |
| 7D | +17.4% | -8.5% | +25.8% | +17.3% |
| 30D | +27.8% | -34.8% | +62.6% | +27.3% |
| 3M | +3.0% | -32.8% | +35.8% | +2.7% |
| 6M | +17.5% | -32.0% | +49.6% | +17.0% |
| YTD | +10.0% | +87.0% | -77.0% | +7.6% |
| 1Y | +3.3% | +86.1% | -82.8% | +1.0% |
| 3Y | -10.1% | +226.4% | -236.5% | -13.5% |
| 5Y | -23.7% | +172.1% | -195.9% | -26.6% |
| 10Y | +24.9% | +408.0% | -383.2% | +11.5% |
| All | +24.9% | +434.7% | -409.8% | +11.5% |
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