-21.9%
CLX vs SNY
+2.0%
-23.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -9.2% | -1.3% | -7.9% | -8.7% |
| 30D | -11.0% | +3.4% | -14.5% | -12.2% |
| 3M | +5.0% | -0.3% | +5.4% | +5.1% |
| 6M | -18.8% | +1.0% | -19.8% | -19.1% |
| YTD | -4.4% | -3.6% | -0.8% | -3.5% |
| 1Y | -21.9% | +3.0% | -24.9% | -21.2% |
| All | -21.9% | +2.0% | -23.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling