-24.8%
CLX vs SITM
+4,532.8%
-4,557.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.0% |
| 7D | -5.9% | +4.8% | -10.7% | -5.9% |
| 30D | -17.0% | -9.7% | -7.3% | -16.9% |
| 3M | -9.6% | -9.3% | -0.3% | -9.6% |
| 6M | -21.5% | +69.5% | -91.0% | -22.9% |
| YTD | -8.8% | +70.5% | -79.3% | -10.5% |
| 1Y | -24.7% | +145.3% | -169.9% | -26.8% |
| 3Y | -35.6% | +432.8% | -468.4% | -40.1% |
| 5Y | -37.6% | +174.0% | -211.7% | -42.1% |
| All | -24.8% | +4,532.8% | -4,557.6% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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