+310.0%
CLX vs SNY
+241.9%
+68.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.3% |
| YTD | -9.8% | -6.8% | -3.0% | -8.6% |
| 1Y | -26.2% | -5.3% | -20.9% | -25.5% |
| 3Y | -36.2% | -9.8% | -26.4% | -35.9% |
| 5Y | -38.3% | +9.7% | -48.0% | -41.1% |
| 10Y | -3.5% | +64.5% | -68.0% | -17.0% |
| All | +310.0% | +241.9% | +68.1% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling