+31.7%
SPGI vs CLX
-10.2%
+41.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | +0.3% | +13.6% | -13.3% | -2.1% |
| 30D | +18.4% | +23.4% | -5.0% | +13.9% |
| 3M | +15.7% | -2.8% | +18.5% | +15.8% |
| 6M | +17.3% | +14.0% | +3.3% | +14.2% |
| YTD | -4.7% | +4.2% | -8.9% | -7.4% |
| 1Y | +1.8% | -1.2% | +3.0% | +0.2% |
| 3Y | +31.7% | -12.7% | +44.4% | +36.6% |
| All | +31.7% | -10.2% | +41.9% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling