+1,975.0%
CLX vs SPY
+3,091.8%
-1,116.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -9.2% | +0.1% | -9.3% | -9.3% |
| 30D | -11.0% | +0.1% | -11.1% | -11.1% |
| 3M | +5.0% | +2.0% | +3.0% | +4.0% |
| 6M | -18.8% | +13.0% | -31.8% | -23.2% |
| YTD | -4.4% | +13.5% | -17.9% | -9.9% |
| 1Y | -21.9% | +20.0% | -41.8% | -28.2% |
| 3Y | -32.8% | +77.2% | -109.9% | -48.8% |
| 5Y | -34.6% | +81.9% | -116.4% | -51.5% |
| 10Y | -4.7% | +314.1% | -318.8% | -54.3% |
| All | +1,975.0% | +3,091.8% | -1,116.8% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling