+77.3%
SO vs CLX
-23.1%
+100.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.2% | +0.3% |
| 7D | -1.1% | +17.4% | -18.5% | -4.1% |
| 30D | +8.6% | +27.8% | -19.2% | +3.6% |
| 3M | +1.8% | +3.0% | -1.2% | +0.9% |
| 6M | +3.6% | +17.5% | -13.9% | -0.1% |
| YTD | +9.9% | +10.0% | 0.0% | +6.9% |
| 1Y | +5.7% | +3.3% | +2.4% | +4.1% |
| 3Y | +52.5% | -10.1% | +62.6% | +54.5% |
| 5Y | +77.3% | -23.7% | +101.1% | +80.6% |
| All | +77.3% | -23.1% | +100.4% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling