-35.7%
CLX vs SPY
+81.8%
-117.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -3.5% | +0.5% | -4.1% | -3.7% |
| 30D | -11.9% | -0.9% | -10.9% | -11.6% |
| 3M | -2.6% | +3.9% | -6.5% | -3.7% |
| 6M | -18.2% | +14.5% | -32.7% | -21.6% |
| YTD | -5.9% | +12.9% | -18.8% | -9.5% |
| 1Y | -23.8% | +19.4% | -43.2% | -28.1% |
| 3Y | -33.6% | +78.5% | -112.0% | -46.0% |
| 5Y | -35.7% | +81.8% | -117.4% | -51.1% |
| All | -35.7% | +81.8% | -117.4% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling