-20.1%
CLX vs SN
+681.9%
-702.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.6% | +5.4% |
| 7D | +17.4% | +7.6% | +9.7% | +16.9% |
| 30D | +27.8% | +24.1% | +3.7% | +26.2% |
| 3M | +3.0% | +23.7% | -20.7% | +1.7% |
| 6M | +17.5% | +105.5% | -88.0% | +13.6% |
| YTD | +10.0% | +105.1% | -95.1% | +6.2% |
| 1Y | +3.3% | +148.3% | -145.0% | -0.6% |
| 3Y | -10.1% | +438.7% | -448.8% | -11.2% |
| All | -20.1% | +681.9% | -702.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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