+45.3%
SO vs CLX
-34.1%
+79.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +1.0% | -3.5% | +4.6% | +1.7% |
| 30D | -3.2% | -11.9% | +8.7% | -1.0% |
| 3M | -1.7% | -2.6% | +0.9% | -1.5% |
| 6M | -7.2% | -18.2% | +11.0% | -3.7% |
| YTD | +4.6% | -5.9% | +10.5% | +4.7% |
| 1Y | +1.2% | -23.8% | +25.0% | +6.6% |
| 3Y | +45.3% | -33.6% | +78.8% | +54.1% |
| All | +45.3% | -34.1% | +79.4% | +54.1% |
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