+1,982.6%
CLX vs SM
+1,608.3%
+374.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.3% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -11.0% | +26.3% | -37.4% | -11.3% |
| 3M | +5.0% | +8.7% | -3.6% | +4.9% |
| 6M | -18.8% | +51.7% | -70.5% | -19.4% |
| YTD | -4.4% | +99.0% | -103.5% | -5.5% |
| 1Y | -21.9% | +34.6% | -56.4% | -22.4% |
| 3Y | -32.8% | -7.8% | -25.0% | -33.1% |
| 5Y | -34.6% | +104.8% | -139.3% | -36.0% |
| 10Y | -4.7% | +7.2% | -11.9% | -8.2% |
| All | +1,982.6% | +1,608.3% | +374.3% | +1,576.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling