+82.6%
SMR vs CLX
-35.1%
+117.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.2% |
| 7D | +13.1% | -4.9% | +18.0% | +13.4% |
| 30D | +17.8% | -15.8% | +33.6% | +19.1% |
| 3M | +8.1% | -7.9% | +16.0% | +8.7% |
| 6M | -11.1% | -19.0% | +7.9% | -9.4% |
| YTD | -23.7% | -7.9% | -15.8% | -23.9% |
| 1Y | -69.4% | -25.4% | -44.0% | -68.3% |
| All | +82.6% | -35.1% | +117.7% | +53.7% |
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