-33.0%
CLX vs SM
-6.8%
-26.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.4% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -11.0% | +26.3% | -37.4% | -10.6% |
| 3M | +5.0% | +8.7% | -3.6% | +5.5% |
| 6M | -18.8% | +51.7% | -70.5% | -19.0% |
| YTD | -4.4% | +99.0% | -103.5% | -5.5% |
| 1Y | -21.9% | +34.6% | -56.4% | -22.3% |
| All | -33.0% | -6.8% | -26.2% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling