-4.4%
CLX vs SIRI
-10.2%
+5.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.2% |
| 7D | -5.7% | +0.6% | -6.2% | -5.7% |
| 30D | -17.0% | +2.5% | -19.5% | -17.2% |
| 3M | -9.7% | +6.6% | -16.3% | -10.2% |
| 6M | -19.8% | +32.9% | -52.7% | -21.7% |
| YTD | -9.8% | +50.5% | -60.3% | -13.0% |
| 1Y | -26.2% | +28.0% | -54.1% | -27.9% |
| 3Y | -36.2% | -22.4% | -13.8% | -36.3% |
| 5Y | -38.3% | -41.3% | +2.9% | -37.6% |
| All | -4.4% | -10.2% | +5.8% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling