-37.6%
CLX vs SIRI
-42.5%
+4.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | -5.9% | -3.0% | -2.9% | -5.7% |
| 30D | -17.0% | +1.3% | -18.3% | -17.1% |
| 3M | -9.6% | +5.6% | -15.2% | -9.8% |
| 6M | -21.5% | +35.2% | -56.7% | -22.8% |
| YTD | -8.8% | +49.1% | -57.9% | -10.8% |
| 1Y | -24.7% | +26.8% | -51.5% | -25.8% |
| 3Y | -35.6% | -23.7% | -12.0% | -35.7% |
| 5Y | -37.6% | -41.8% | +4.2% | -35.3% |
| All | -37.6% | -42.5% | +4.9% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling