-17.2%
CLX vs SN
+671.3%
-688.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.7% | +1.0% |
| 7D | +9.5% | +1.5% | +8.0% | +9.4% |
| 30D | +30.7% | +21.5% | +9.2% | +29.3% |
| 3M | +4.2% | +20.0% | -15.8% | +3.1% |
| 6M | +22.1% | +119.9% | -97.8% | +17.8% |
| YTD | +14.1% | +102.3% | -88.2% | +10.2% |
| 1Y | +10.3% | +148.0% | -137.7% | +6.2% |
| 3Y | -7.8% | +450.0% | -457.8% | -8.6% |
| All | -17.2% | +671.3% | -688.4% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling