+5.9%
CLX vs SM
+62.4%
-56.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.3% | +5.2% |
| 7D | +17.4% | -22.3% | +39.7% | +13.5% |
| 30D | +27.8% | -21.4% | +49.1% | +23.8% |
| 3M | +3.0% | +1.4% | +1.7% | +3.4% |
| 6M | +17.5% | +0.1% | +17.4% | +17.9% |
| YTD | +10.0% | +59.0% | -49.0% | +3.6% |
| All | +5.9% | +62.4% | -56.5% | -0.3% |
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