+313.7%
SPY vs CLX
-1.6%
+315.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -0.4% | -4.9% | +4.6% | +0.4% |
| 30D | -1.4% | -15.8% | +14.4% | +1.3% |
| 3M | +3.7% | -7.9% | +11.6% | +4.9% |
| 6M | +13.0% | -19.0% | +32.0% | +16.4% |
| YTD | +12.4% | -7.9% | +20.3% | +13.1% |
| 1Y | +18.5% | -25.4% | +43.9% | +23.5% |
| 3Y | +77.6% | -35.0% | +112.6% | +88.2% |
| 5Y | +81.7% | -36.8% | +118.4% | +90.4% |
| All | +313.7% | -1.6% | +315.4% | +286.8% |
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 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