-2.5%
CLX vs SM
+12.3%
-14.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -1.5% |
| 7D | -3.5% | -0.2% | -3.4% | -3.5% |
| 30D | -11.9% | +31.5% | -43.4% | -11.3% |
| 3M | -2.6% | +17.3% | -20.0% | -2.1% |
| 6M | -18.2% | +48.5% | -66.7% | -17.3% |
| YTD | -5.9% | +106.3% | -112.2% | -4.3% |
| 1Y | -23.8% | +47.3% | -71.1% | -23.0% |
| 3Y | -33.6% | -1.4% | -32.2% | -33.2% |
| 5Y | -35.7% | +114.0% | -149.7% | -33.4% |
| 10Y | -2.5% | +12.5% | -15.0% | +7.8% |
| All | -2.5% | +12.3% | -14.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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