+3,017.7%
SPY vs CLX
+2,318.1%
+699.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -0.6% | +13.6% | -14.2% | -3.9% |
| 30D | -3.7% | +29.1% | -32.7% | -10.0% |
| 3M | -2.7% | +1.6% | -4.3% | -3.5% |
| 6M | +2.2% | +18.7% | -16.5% | -3.1% |
| YTD | +10.8% | +11.1% | -0.3% | +6.3% |
| 1Y | +11.2% | +7.0% | +4.2% | +7.7% |
| 3Y | +76.5% | -10.0% | +86.5% | +76.5% |
| 5Y | +72.9% | -22.6% | +95.6% | +76.4% |
| 10Y | +304.8% | +29.3% | +275.5% | +240.0% |
| All | +3,017.7% | +2,318.1% | +699.6% | +1,068.3% |
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