+81.8%
SPY vs CLX
-35.2%
+116.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.3% |
| 7D | +0.5% | -3.5% | +4.1% | +1.0% |
| 30D | -0.9% | -11.9% | +10.9% | +0.7% |
| 3M | +3.9% | -2.6% | +6.5% | +4.1% |
| 6M | +14.5% | -18.2% | +32.7% | +17.4% |
| YTD | +12.9% | -5.9% | +18.8% | +13.2% |
| 1Y | +19.4% | -23.8% | +43.2% | +23.5% |
| 3Y | +78.5% | -33.6% | +112.0% | +87.3% |
| 5Y | +81.8% | -35.7% | +117.4% | +84.1% |
| All | +81.8% | -35.2% | +116.9% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling