+6,352.9%
SO vs CLX
+2,760.7%
+3,592.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.2% | +0.2% |
| 7D | -1.1% | +17.4% | -18.5% | -4.4% |
| 30D | +8.6% | +27.8% | -19.2% | +3.1% |
| 3M | +1.8% | +3.0% | -1.2% | +0.9% |
| 6M | +3.6% | +17.5% | -13.9% | -0.3% |
| YTD | +9.9% | +10.0% | 0.0% | +6.7% |
| 1Y | +5.7% | +3.3% | +2.4% | +3.9% |
| 3Y | +52.5% | -10.1% | +62.6% | +53.4% |
| 5Y | +77.3% | -23.7% | +101.1% | +81.8% |
| 10Y | +186.8% | +24.9% | +161.9% | +163.1% |
| All | +6,352.9% | +2,760.7% | +3,592.2% | +3,140.0% |
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