+1,602.2%
CLX vs SIRI
-17.9%
+1,620.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -3.5% | +4.3% | -7.8% | -3.6% |
| 30D | -11.9% | -2.8% | -9.0% | -11.8% |
| 3M | -2.6% | +5.9% | -8.5% | -2.8% |
| 6M | -18.2% | +31.9% | -50.1% | -18.7% |
| YTD | -5.9% | +48.7% | -54.6% | -6.8% |
| 1Y | -23.8% | +23.2% | -47.1% | -24.3% |
| 3Y | -33.6% | -23.9% | -9.7% | -33.6% |
| 5Y | -35.7% | -43.4% | +7.7% | -35.5% |
| 10Y | -2.5% | -13.6% | +11.1% | -3.3% |
| All | +1,602.2% | -17.9% | +1,620.1% | +1,469.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling