+162.0%
SO vs CLX
-3.8%
+165.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.2% |
| 7D | 0.0% | -4.9% | +5.0% | +1.3% |
| 30D | -2.5% | -15.8% | +13.3% | +1.8% |
| 3M | -4.2% | -7.9% | +3.8% | -2.5% |
| 6M | -7.7% | -19.0% | +11.4% | -3.2% |
| YTD | +3.8% | -7.9% | +11.7% | +4.8% |
| 1Y | +0.1% | -25.4% | +25.4% | +6.9% |
| 3Y | +44.2% | -35.0% | +79.2% | +58.6% |
| 5Y | +57.9% | -36.8% | +94.6% | +71.3% |
| 10Y | +162.0% | -1.4% | +163.4% | +134.3% |
| All | +162.0% | -3.8% | +165.8% | +134.3% |
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