-5.6%
CLX vs SPG
+34.3%
-39.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +3.8% |
| 7D | +14.2% | +8.2% | +6.0% | +8.7% |
| 30D | +22.7% | +13.5% | +9.2% | +13.5% |
| 3M | -2.8% | +2.2% | -5.0% | -4.7% |
| 6M | +17.7% | +15.9% | +1.8% | +7.7% |
| YTD | +3.3% | +27.6% | -24.2% | -10.4% |
| 1Y | -5.6% | +30.9% | -36.6% | -20.7% |
| All | -5.6% | +34.3% | -39.9% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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