-7.8%
CLX vs SPYG
+91.6%
-99.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | +9.5% | +2.3% | +7.2% | +9.3% |
| 30D | +30.7% | -6.5% | +37.1% | +31.1% |
| 3M | +4.2% | -6.8% | +11.1% | +4.5% |
| 6M | +22.1% | -3.1% | +25.3% | +22.2% |
| YTD | +14.1% | +8.0% | +6.1% | +13.0% |
| 1Y | +10.3% | +10.2% | +0.1% | +9.1% |
| 3Y | -7.8% | +91.0% | -98.8% | -19.8% |
| All | -7.8% | +91.6% | -99.4% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling