-23.8%
CLX vs SM
+46.7%
-70.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -1.3% |
| 7D | -3.5% | -0.2% | -3.4% | -3.5% |
| 30D | -11.9% | +31.5% | -43.4% | -9.9% |
| 3M | -2.6% | +17.3% | -20.0% | -0.9% |
| 6M | -18.2% | +48.5% | -66.7% | -17.7% |
| YTD | -5.9% | +106.3% | -112.2% | -10.0% |
| 1Y | -23.8% | +47.3% | -71.1% | -23.8% |
| All | -23.8% | +46.7% | -70.6% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling