+381.1%
CLX vs SPYG
+564.9%
-183.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -9.2% | +0.4% | -9.6% | -9.3% |
| 30D | -11.0% | -0.4% | -10.6% | -10.9% |
| 3M | +5.0% | +0.5% | +4.5% | +4.6% |
| 6M | -18.8% | +17.5% | -36.3% | -22.8% |
| YTD | -4.4% | +14.3% | -18.8% | -8.5% |
| 1Y | -21.9% | +21.7% | -43.6% | -26.7% |
| 3Y | -32.8% | +98.6% | -131.4% | -46.6% |
| 5Y | -34.6% | +85.1% | -119.7% | -47.7% |
| 10Y | -4.7% | +412.0% | -416.7% | -47.1% |
| All | +381.1% | +564.9% | -183.7% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling