-5.6%
CLX vs SIRI
+59.9%
-65.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.4% | -2.7% | +4.1% |
| 7D | +14.2% | +22.3% | -8.1% | +10.4% |
| 30D | +22.7% | +26.9% | -4.3% | +18.0% |
| 3M | -2.8% | +9.6% | -12.4% | -4.7% |
| 6M | +17.7% | +27.2% | -9.5% | +14.2% |
| YTD | +3.3% | +72.4% | -69.1% | -5.7% |
| 1Y | -5.6% | +59.9% | -65.6% | -11.2% |
| All | -5.6% | +59.9% | -65.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling