-25.4%
CLX vs SPG
+18.0%
-43.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.3% |
| 7D | -4.9% | -2.7% | -2.2% | -3.5% |
| 30D | -15.8% | -7.3% | -8.6% | -12.3% |
| 3M | -7.9% | -3.5% | -4.5% | -6.1% |
| 6M | -19.0% | +8.5% | -27.5% | -22.2% |
| YTD | -7.9% | +13.0% | -20.9% | -13.7% |
| 1Y | -25.4% | +18.0% | -43.4% | -31.9% |
| All | -25.4% | +18.0% | -43.4% | -31.9% |
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