+29.3%
CLX vs SM
+4.2%
+25.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +1.1% |
| 7D | +13.6% | -19.5% | +33.1% | +13.1% |
| 30D | +29.1% | -20.2% | +49.3% | +28.4% |
| 3M | +1.6% | -6.5% | +8.1% | +1.5% |
| 6M | +18.7% | +1.6% | +17.2% | +19.0% |
| YTD | +11.1% | +61.2% | -50.2% | +12.5% |
| 1Y | +7.0% | +65.4% | -58.4% | +8.5% |
| 3Y | -10.0% | -13.0% | +3.0% | -9.7% |
| 5Y | -22.6% | -4.3% | -18.4% | -21.4% |
| 10Y | +29.3% | +3.0% | +26.3% | +41.1% |
| All | +29.3% | +4.2% | +25.1% | +41.1% |
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