+28.4%
CLX vs SIMO
+409.2%
-380.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.0% |
| 7D | +13.6% | -16.0% | +29.7% | +13.4% |
| 30D | +29.1% | -35.8% | +64.8% | +28.5% |
| 3M | +1.6% | -26.5% | +28.1% | +1.3% |
| 6M | +18.7% | -33.0% | +51.7% | +18.1% |
| YTD | +11.1% | +84.3% | -73.2% | +8.7% |
| 1Y | +7.0% | +82.0% | -75.0% | +4.7% |
| 3Y | -10.0% | +218.5% | -228.5% | -13.3% |
| 5Y | -22.6% | +175.0% | -197.7% | -25.5% |
| All | +28.4% | +409.2% | -380.8% | +16.0% |
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