+101.7%
SMR vs CLX
-6.4%
+108.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.3% |
| 7D | -8.3% | +9.5% | -17.8% | -8.4% |
| 30D | -20.1% | +30.7% | -50.8% | -20.4% |
| 3M | -52.7% | +4.2% | -56.9% | -53.1% |
| 6M | -61.0% | +22.1% | -83.2% | -61.2% |
| YTD | -67.1% | +14.1% | -81.2% | -67.3% |
| 1Y | -79.9% | +10.3% | -90.2% | -79.9% |
| 3Y | +101.7% | -7.8% | +109.5% | +107.0% |
| All | +101.7% | -6.4% | +108.1% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling