+14,609.4%
SPGI vs CLX
+2,609.7%
+11,999.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | +0.3% | +13.6% | -13.3% | -3.0% |
| 30D | +18.4% | +23.4% | -5.0% | +12.2% |
| 3M | +15.7% | -2.8% | +18.5% | +16.3% |
| 6M | +17.3% | +14.0% | +3.3% | +12.8% |
| YTD | -4.7% | +4.2% | -8.9% | -6.9% |
| 1Y | +1.8% | -1.2% | +3.0% | +0.7% |
| 3Y | +31.7% | -12.7% | +44.4% | +33.3% |
| 5Y | +12.1% | -26.5% | +38.6% | +16.2% |
| 10Y | +341.9% | +20.2% | +321.7% | +289.3% |
| All | +14,609.4% | +2,609.7% | +11,999.7% | +7,102.4% |
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