+76.5%
SPY vs CLX
-9.6%
+86.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -0.6% | +13.6% | -14.2% | -1.7% |
| 30D | -3.7% | +29.1% | -32.7% | -5.9% |
| 3M | -2.7% | +1.6% | -4.3% | -3.0% |
| 6M | +2.2% | +18.7% | -16.5% | +0.4% |
| YTD | +10.8% | +11.1% | -0.3% | +9.4% |
| 1Y | +11.2% | +7.0% | +4.2% | +10.3% |
| 3Y | +76.5% | -10.0% | +86.5% | +78.5% |
| All | +76.5% | -9.6% | +86.1% | +78.5% |
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