+30.3%
CLX vs SPG
+114.5%
-84.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.3% |
| 7D | +8.5% | +3.1% | +5.4% | +8.4% |
| 30D | +30.0% | +16.4% | +13.6% | +29.2% |
| 3M | +3.8% | +7.1% | -3.3% | +3.5% |
| 6M | +24.6% | +16.1% | +8.6% | +23.9% |
| YTD | +12.8% | +30.4% | -17.7% | +11.8% |
| 1Y | +8.6% | +33.0% | -24.4% | +7.6% |
| 3Y | -8.6% | +134.6% | -143.3% | -10.2% |
| 5Y | -21.8% | +84.9% | -106.7% | -23.8% |
| All | +30.3% | +114.5% | -84.3% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling