+254.8%
SPOT vs CLX
-7.5%
+262.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.5% |
| 7D | -2.9% | -3.5% | +0.7% | -2.7% |
| 30D | +8.3% | -11.9% | +20.2% | +9.0% |
| 3M | +5.1% | -2.6% | +7.7% | +5.2% |
| 6M | -6.5% | -18.2% | +11.7% | -5.8% |
| YTD | -9.0% | -5.9% | -3.1% | -8.8% |
| 1Y | -26.4% | -23.8% | -2.6% | -25.7% |
| 3Y | +240.0% | -33.6% | +273.6% | +243.9% |
| 5Y | +111.7% | -35.7% | +147.4% | +111.7% |
| All | +254.8% | -7.5% | +262.2% | +293.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling