-21.8%
CLX vs SIMO
+184.2%
-205.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.2% |
| 7D | +8.5% | +14.9% | -6.3% | +9.0% |
| 30D | +30.0% | -27.0% | +57.0% | +29.0% |
| 3M | +3.8% | -25.4% | +29.2% | +3.2% |
| 6M | +24.6% | -30.3% | +54.9% | +23.8% |
| YTD | +12.8% | +95.8% | -83.0% | +11.2% |
| 1Y | +8.6% | +100.0% | -91.4% | +7.0% |
| 3Y | -8.6% | +238.3% | -246.9% | -10.9% |
| 5Y | -21.8% | +187.6% | -209.3% | -21.5% |
| All | -21.8% | +184.2% | -205.9% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling