-79.9%
SMR vs CLX
+9.5%
-89.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.3% |
| 7D | -8.3% | +9.5% | -17.8% | -8.5% |
| 30D | -20.1% | +30.7% | -50.8% | -20.4% |
| 3M | -52.7% | +4.2% | -56.9% | -53.7% |
| 6M | -61.0% | +22.1% | -83.2% | -61.4% |
| YTD | -67.1% | +14.1% | -81.2% | -67.0% |
| 1Y | -79.9% | +10.3% | -90.2% | -79.8% |
| All | -79.9% | +9.5% | -89.4% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling