-34.0%
CLX vs SIMO
+269.6%
-303.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -1.1% |
| 7D | -9.2% | +4.2% | -13.5% | -9.1% |
| 30D | -11.0% | +4.1% | -15.1% | -10.9% |
| 3M | +5.0% | -12.9% | +17.9% | +5.2% |
| 6M | -18.8% | +110.3% | -129.2% | -19.2% |
| YTD | -4.4% | +178.6% | -183.0% | -4.9% |
| 1Y | -21.9% | +220.0% | -241.8% | -22.4% |
| 3Y | -32.8% | +409.0% | -441.8% | -33.8% |
| All | -34.0% | +269.6% | -303.6% | -36.0% |
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 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