+1,606.3%
CLX vs SPG
+5,256.9%
-3,650.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -9.2% | -2.4% | -6.9% | -9.0% |
| 30D | -11.0% | -6.8% | -4.2% | -10.3% |
| 3M | +5.0% | +2.7% | +2.4% | +4.8% |
| 6M | -18.8% | +5.5% | -24.3% | -19.3% |
| YTD | -4.4% | +15.7% | -20.1% | -6.0% |
| 1Y | -21.9% | +20.9% | -42.7% | -23.5% |
| 3Y | -32.8% | +112.4% | -145.1% | -38.3% |
| 5Y | -34.6% | +101.4% | -135.9% | -40.1% |
| 10Y | -4.7% | +60.6% | -65.3% | -13.0% |
| All | +1,606.3% | +5,256.9% | -3,650.6% | +876.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling