+194.9%
SO vs CLX
+26.5%
+168.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -0.1% | +13.6% | -13.8% | -3.4% |
| 30D | +8.7% | +29.1% | -20.4% | +1.8% |
| 3M | +3.4% | +1.6% | +1.8% | +2.6% |
| 6M | +3.7% | +18.7% | -15.0% | -1.4% |
| YTD | +10.0% | +11.1% | -1.1% | +5.7% |
| 1Y | +6.6% | +7.0% | -0.4% | +3.4% |
| 3Y | +52.5% | -10.0% | +62.5% | +53.8% |
| 5Y | +76.1% | -22.6% | +98.7% | +80.9% |
| 10Y | +194.9% | +29.3% | +165.5% | +143.4% |
| All | +194.9% | +26.5% | +168.3% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling