-36.2%
CLX vs SNY
-9.6%
-26.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -5.7% | -3.3% | -2.4% | -5.0% |
| 30D | -17.0% | -2.2% | -14.9% | -16.6% |
| 3M | -9.7% | -3.0% | -6.6% | -9.1% |
| 6M | -19.8% | +2.7% | -22.6% | -20.1% |
| YTD | -9.8% | -6.8% | -3.0% | -8.7% |
| 1Y | -26.2% | -5.3% | -20.9% | -25.4% |
| 3Y | -36.2% | -9.8% | -26.4% | -35.5% |
| All | -36.2% | -9.6% | -26.6% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling