+14,712.9%
SPGI vs CLX
+2,760.7%
+11,952.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | -0.7% |
| 7D | -0.9% | +17.4% | -18.2% | -4.9% |
| 30D | +15.5% | +27.8% | -12.2% | +8.5% |
| 3M | +15.7% | +3.0% | +12.7% | +14.5% |
| 6M | +19.1% | +17.5% | +1.5% | +13.6% |
| YTD | -4.1% | +10.0% | -14.0% | -7.6% |
| 1Y | +1.2% | +3.3% | -2.1% | -1.0% |
| 3Y | +31.6% | -10.1% | +41.7% | +32.2% |
| 5Y | +12.4% | -23.7% | +36.2% | +15.5% |
| 10Y | +334.3% | +24.9% | +309.4% | +278.9% |
| All | +14,712.9% | +2,760.7% | +11,952.1% | +7,051.8% |
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