+2,311.4%
CLX vs SPY
+3,015.5%
-704.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +13.6% | -0.6% | +14.2% | +13.9% |
| 30D | +29.1% | -3.7% | +32.7% | +31.1% |
| 3M | +1.6% | -2.7% | +4.3% | +2.8% |
| 6M | +18.7% | +2.2% | +16.5% | +17.4% |
| YTD | +11.1% | +10.8% | +0.3% | +5.9% |
| 1Y | +7.0% | +11.2% | -4.2% | +1.8% |
| 3Y | -10.0% | +76.5% | -86.5% | -31.4% |
| 5Y | -22.6% | +72.9% | -95.6% | -41.3% |
| 10Y | +29.3% | +304.8% | -275.5% | -37.4% |
| All | +2,311.4% | +3,015.5% | -704.1% | +239.3% |
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