-22.4%
CLX vs SITM
+4,507.3%
-4,529.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -1.5% |
| 7D | -3.5% | +8.4% | -11.9% | -3.7% |
| 30D | -11.9% | -17.4% | +5.5% | -11.6% |
| 3M | -2.6% | -9.8% | +7.2% | -2.7% |
| 6M | -18.2% | +83.0% | -101.1% | -19.7% |
| YTD | -5.9% | +69.6% | -75.5% | -7.6% |
| 1Y | -23.8% | +144.9% | -168.7% | -26.0% |
| 3Y | -33.6% | +429.9% | -463.4% | -38.2% |
| 5Y | -35.7% | +169.2% | -204.8% | -40.2% |
| All | -22.4% | +4,507.3% | -4,529.7% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling