-38.9%
CLX vs SPYG
+85.2%
-124.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.3% |
| 7D | -5.7% | -0.9% | -4.8% | -5.6% |
| 30D | -17.0% | -1.5% | -15.5% | -16.8% |
| 3M | -9.7% | +3.7% | -13.4% | -10.2% |
| 6M | -19.8% | +16.4% | -36.3% | -21.9% |
| YTD | -9.8% | +13.3% | -23.2% | -11.9% |
| 1Y | -26.2% | +17.9% | -44.0% | -28.5% |
| 3Y | -36.2% | +98.3% | -134.5% | -45.5% |
| All | -38.9% | +85.2% | -124.1% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling