+343.3%
SPGI vs CLX
+32.0%
+311.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +1.2% | +9.5% | -8.3% | -0.7% |
| 30D | +15.9% | +30.7% | -14.8% | +9.5% |
| 3M | +12.3% | +4.2% | +8.1% | +11.0% |
| 6M | +23.7% | +22.1% | +1.6% | +18.1% |
| YTD | -3.5% | +14.1% | -17.6% | -7.4% |
| 1Y | +0.4% | +10.3% | -9.9% | -2.9% |
| 3Y | +29.9% | -7.8% | +37.7% | +29.9% |
| 5Y | +15.2% | -20.8% | +36.0% | +16.7% |
| All | +343.3% | +32.0% | +311.3% | +273.7% |
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