+24.9%
CLX vs SM
+4.9%
+19.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.3% | +5.5% |
| 7D | +17.4% | -22.3% | +39.7% | +16.7% |
| 30D | +27.8% | -21.4% | +49.1% | +27.1% |
| 3M | +3.0% | +1.4% | +1.7% | +3.1% |
| 6M | +17.5% | +0.1% | +17.4% | +17.8% |
| YTD | +10.0% | +59.0% | -49.0% | +11.4% |
| 1Y | +3.3% | +64.3% | -61.1% | +4.7% |
| 3Y | -10.1% | -13.1% | +3.0% | -9.9% |
| 5Y | -23.7% | -13.9% | -9.9% | -22.8% |
| 10Y | +24.9% | +1.7% | +23.2% | +36.1% |
| All | +24.9% | +4.9% | +19.9% | +36.1% |
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