+295.5%
SPGI vs CLX
-3.9%
+299.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | -2.5% | -3.5% | +1.1% | -1.7% |
| 30D | +5.4% | -11.9% | +17.3% | +8.2% |
| 3M | +9.0% | -2.6% | +11.7% | +9.5% |
| 6M | +0.8% | -18.2% | +18.9% | +4.6% |
| YTD | -12.6% | -5.9% | -6.7% | -12.4% |
| 1Y | -16.1% | -23.8% | +7.7% | -12.0% |
| 3Y | +19.0% | -33.6% | +52.6% | +27.6% |
| 5Y | +5.1% | -35.7% | +40.7% | +11.4% |
| 10Y | +295.5% | -2.5% | +298.0% | +268.2% |
| All | +295.5% | -3.9% | +299.4% | +268.2% |
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