-12.7%
CLX vs SN
+397.9%
-410.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | 0.0% |
| 7D | +13.6% | +7.2% | +6.4% | +12.9% |
| 30D | +23.4% | +20.4% | +3.0% | +21.3% |
| 3M | -2.8% | +23.9% | -26.8% | -4.8% |
| 6M | +14.0% | +93.0% | -79.1% | +7.9% |
| YTD | +4.2% | +99.2% | -95.1% | -1.8% |
| 1Y | -1.2% | +142.6% | -143.8% | -7.8% |
| 3Y | -12.7% | +398.8% | -411.5% | -27.1% |
| All | -12.7% | +397.9% | -410.6% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling