+6,358.4%
SO vs CLX
+2,789.7%
+3,568.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -0.1% | +13.6% | -13.8% | -2.8% |
| 30D | +8.7% | +29.1% | -20.4% | +3.0% |
| 3M | +3.4% | +1.6% | +1.8% | +2.8% |
| 6M | +3.7% | +18.7% | -15.0% | -0.5% |
| YTD | +10.0% | +11.1% | -1.1% | +6.6% |
| 1Y | +6.6% | +7.0% | -0.4% | +4.0% |
| 3Y | +52.5% | -10.0% | +62.5% | +53.4% |
| 5Y | +76.1% | -22.6% | +98.7% | +79.9% |
| 10Y | +194.9% | +29.3% | +165.5% | +168.7% |
| All | +6,358.4% | +2,789.7% | +3,568.7% | +3,136.0% |
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