-3.6%
SMR vs CLX
-24.7%
+21.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | +4.4% | -9.2% | +13.6% | +4.6% |
| 30D | +3.4% | -11.0% | +14.5% | +3.6% |
| 3M | -19.2% | +5.0% | -24.2% | -19.4% |
| 6M | -22.6% | -18.8% | -3.8% | -22.2% |
| YTD | -31.5% | -4.4% | -27.1% | -31.6% |
| 1Y | -73.1% | -21.9% | -51.2% | -72.9% |
| 3Y | +55.0% | -32.8% | +87.7% | +51.7% |
| All | -3.6% | -24.7% | +21.1% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling