-7.8%
CLX vs SIMO
+221.6%
-229.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +0.9% |
| 7D | +9.5% | +4.1% | +5.4% | +9.7% |
| 30D | +30.7% | -24.0% | +54.7% | +29.2% |
| 3M | +4.2% | -31.8% | +36.0% | +2.8% |
| 6M | +22.1% | -36.9% | +59.0% | +20.5% |
| YTD | +14.1% | +84.8% | -70.7% | +13.8% |
| 1Y | +10.3% | +99.0% | -88.7% | +10.2% |
| 3Y | -7.8% | +217.9% | -225.7% | -6.8% |
| All | -7.8% | +221.6% | -229.4% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling