+1,759.5%
CLX vs SPG
+5,805.1%
-4,045.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.2% |
| 7D | +13.6% | +4.9% | +8.7% | +13.0% |
| 30D | +23.4% | +15.6% | +7.8% | +21.4% |
| 3M | -2.8% | +4.1% | -6.9% | -3.3% |
| 6M | +14.0% | +13.6% | +0.4% | +12.4% |
| YTD | +4.2% | +27.5% | -23.4% | +1.4% |
| 1Y | -1.2% | +32.2% | -33.4% | -4.2% |
| 3Y | -12.7% | +126.0% | -138.7% | -20.4% |
| 5Y | -26.5% | +74.7% | -101.2% | -31.8% |
| 10Y | +20.2% | +112.8% | -92.6% | +5.5% |
| All | +1,759.5% | +5,805.1% | -4,045.6% | +952.4% |
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