-3.3%
CLX vs SPYG
+420.3%
-423.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -5.9% | -1.8% | -4.0% | -5.5% |
| 30D | -17.0% | -1.9% | -15.1% | -16.7% |
| 3M | -9.6% | +5.2% | -14.7% | -10.6% |
| 6M | -21.5% | +15.6% | -37.1% | -24.2% |
| YTD | -8.8% | +12.4% | -21.2% | -11.5% |
| 1Y | -24.7% | +17.5% | -42.1% | -27.7% |
| 3Y | -35.6% | +98.1% | -133.7% | -46.6% |
| 5Y | -37.6% | +84.9% | -122.6% | -48.3% |
| All | -3.3% | +420.3% | -423.6% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling